Invesco PureBeta FTSE Developed ex-North America ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 1.40 | |
| 0.1776 | 8.91 | |
| 0.9518 | 147.48 | |
| -0.1437 | -6.48 |
Estimation Period:
Sep 25, 2017 to Jun 23, 2023
Sep 25, 2017 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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