JPMorgan ActiveBuilders International Equity ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0018 | -0.24 | |
| 0.0145 | 3.30 | |
| 0.9940 | 285.71 | |
| -0.1030 | -26.90 |
Estimation Period:
Jul 8, 2021 to Oct 6, 2023
Jul 8, 2021 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
Other JPMorgan ActiveBuilders International Equity ETF Analyses
Other EGARCH Analyses on ETFs