Invesco Balanced Multi-Asset Allocation ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7310 | 57.48 | |
| 0.2780 | 22.14 | |
| 0.0078 | 1.48 | |
| 0.1525 | 3.42 | |
| 0.8387 | 16.81 |
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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