JPMorgan ActiveBuilders International Equity ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0000 | 0.02 | |
| 0.9656 | 196.06 | |
| 0.0688 | 20.70 | |
| 0.0000 | 10.00 | |
| 0.0000 | 18.00 | |
| 0.6026 | 504.24 |
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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