Principal U.S. Large-Cap Adaptive Multi-Factor ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4434 | 6.05 | |
| 0.0577 | 1.19 | |
| 0.6434 | 1.50 | |
| 1.7342 | 1.32 | |
| -6.6690 | -2.69 |
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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