Invesco PureBeta MSCI USA Small Cap ETF Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3235 | 6.00 | |
| 0.0343 | 2.54 | |
| 0.8335 | 72.74 | |
| 0.0871 | 2.84 |
Estimation Period:
Oct 20, 2017 to Jun 23, 2023
Oct 20, 2017 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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