Invesco RAFI Strategic Emerging Markets ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1140 | 4.84 | |
| 0.0998 | 3.58 | |
| 0.8650 | 25.01 | |
| 0.0729 | 0.92 |
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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