Invesco RAFI Strategic Developed ex-US ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 11.80 | |
| 0.1096 | 12.73 | |
| 0.8615 | 103.67 |
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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