Invesco RAFI Strategic Developed ex-US ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 9.16 | |
| 0.0522 | 4.70 | |
| 0.9036 | 117.34 | |
| 0.0569 | 2.51 |
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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