Invesco RAFI Strategic US Small Co ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7982 | 78.84 | |
| 0.2127 | 22.50 | |
| 0.1697 | 1.30 | |
| 0.1816 | 1.33 | |
| 0.7614 | 4.11 |
Estimation Period:
Sep 13, 2018 to Mar 24, 2023
Sep 13, 2018 to Mar 24, 2023
News Impact Curve
Volatility Forecasts
Other Invesco RAFI Strategic US Small Co ETF Analyses
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