Principal U.S. Small-Cap Adaptive Multi-Factor ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1080 | 3.07 | |
| 0.0000 | 0.00 | |
| 0.6680 | 6.95 | |
| 0.0989 | 3.15 |
Estimation Period:
May 19, 2021 to Oct 6, 2023
May 19, 2021 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
Other Principal U.S. Small-Cap Adaptive Multi-Factor ETF Analyses
Other GJR-GARCH Analyses on ETFs