Invesco RAFI Strategic US Small Co ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 10.79 | |
| 0.1259 | 16.55 | |
| 0.8506 | 104.65 |
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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