Invesco PureBeta MSCI USA Small Cap ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1767 | 9.19 | |
| 0.1174 | 7.26 | |
| 0.8230 | 40.67 |
Estimation Period:
Sep 27, 2017 to Jun 23, 2023
Sep 27, 2017 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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