Invesco Balanced Multi-Asset Allocation ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0235 | -3.93 | |
| 0.1893 | 11.91 | |
| 0.9551 | 165.81 | |
| -0.1160 | -6.45 |
Estimation Period:
Feb 28, 2017 to Jun 23, 2023
Feb 28, 2017 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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