Principal U.S. Small-Cap Adaptive Multi-Factor ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6987 | 18.97 | |
| 0.0168 | 1.68 | |
| 0.0000 | 0.00 | |
| 2.6298 | 3.72 |
Estimation Period:
May 19, 2021 to Oct 6, 2023
May 19, 2021 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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