iShares Evolved US Consumer Staples ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0364 | 3.68 | |
| 0.6446 | 23.75 | |
| 0.2583 | 11.72 | |
| 0.1181 | 0.82 | |
| 0.5793 | 1.46 | |
| 0.3305 | 0.61 |
Estimation Period:
Mar 23, 2018 to Aug 19, 2022
Mar 23, 2018 to Aug 19, 2022
News Impact Curve
Volatility Forecasts
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