JPMorgan ActiveBuilders International Equity ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6683 | 4.89 | |
| 0.0990 | 2.99 | |
| 0.7900 | 10.32 | |
| -0.7821 | -2.78 |
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 Spline-GARCH Analyses on ETFs