JPMorgan ActiveBuilders International Equity ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 6.15 | |
| 0.0919 | 10.45 | |
| 0.8777 | 75.50 |
Estimation Period:
Jul 8, 2021 to Oct 6, 2023
Jul 8, 2021 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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