JPMorgan ActiveBuilders International Equity ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7359 | 3.66 | |
| 0.0896 | 2.61 | |
| 0.7574 | 6.58 | |
| 1.1625 | 0.70 | |
| -3.6103 | -1.59 | |
| 3.7084 | 3.82 |
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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