iShares MSCI International Size Factor ETF Asy. Power MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 7.29 | |
| 0.0676 | 9.21 | |
| 0.9030 | 100.59 | |
| 0.0555 | 1.29 | |
| 1.9880 | 19.39 |
Estimation Period:
Jul 22, 2016 to Aug 9, 2024
Jul 22, 2016 to Aug 9, 2024
News Impact Curve
Volatility Forecasts
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