iShares Evolved US Media and Entertainment ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 5.61 | |
| 0.0387 | 5.44 | |
| 0.8713 | 83.00 | |
| 0.1441 | 8.56 |
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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