Principal U.S. Large-Cap Adaptive Multi-Factor ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0810 | 11.57 | |
| 0.9347 | 119.81 | |
| -0.0810 | -10.92 | |
| 0.2636 | 0.22 | |
| 0.5603 | 0.21 | |
| 0.2477 | 0.07 |
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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