Principal U.S. Large-Cap Adaptive Multi-Factor ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 5.52 | |
| 0.0000 | 0.00 | |
| 0.9601 | 132.79 | |
| 0.0693 | 5.80 |
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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