Invesco RAFI Strategic Emerging Markets ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 6.39 | |
| 0.0082 | 1.64 | |
| 0.9107 | 159.05 | |
| 0.1128 | 8.57 |
Estimation Period:
Sep 13, 2018 to Mar 24, 2023
Sep 13, 2018 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
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