Principal U.S. Small-Cap Adaptive Multi-Factor ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.2820 | 4.17 | |
| 0.2075 | 8.23 | |
| -0.2820 | -4.24 | |
| 0.0528 | 11.92 | |
| 0.4327 | 3.10 | |
| 0.1959 | 4.42 |
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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