Invesco RAFI Strategic US Small Co ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 9.68 | |
| 0.0310 | 4.86 | |
| 0.8700 | 128.31 | |
| 0.1692 | 11.88 |
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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