Invesco RAFI Strategic Developed ex-US ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 3.08 | |
| 0.1548 | 5.23 | |
| 0.9803 | 252.38 | |
| -0.0606 | -2.39 |
Estimation Period:
Sep 14, 2018 to Mar 24, 2023
Sep 14, 2018 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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