iShares Evolved US Media and Entertainment ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0732 | 4.51 | |
| 0.1239 | 3.29 | |
| 0.8348 | 19.15 | |
| 0.2390 | 1.72 |
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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