Principal U.S. Small-Cap Adaptive Multi-Factor ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4574 | 1.17 | |
| -0.0043 | -0.20 | |
| 0.6571 | 4.36 | |
| -0.1791 | -7.96 |
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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