Principal U.S. Large-Cap Adaptive Multi-Factor ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 0.50 | |
| -0.1109 | -1.60 | |
| 0.9805 | 947.39 | |
| -0.1428 | -1.47 |
Estimation Period:
May 20, 2021 to Oct 6, 2023
May 20, 2021 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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