JPMorgan ActiveBuilders International Equity ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 4.46 | |
| 0.0156 | 1.98 | |
| 0.8755 | 103.74 | |
| 0.1700 | 6.81 |
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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