Invesco RAFI Strategic Emerging Markets ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7678 | 46.57 | |
| 0.1650 | 16.79 | |
| 0.1502 | 0.77 | |
| 0.1524 | 1.99 | |
| 0.7741 | 4.48 |
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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