Invesco Balanced Multi-Asset Allocation ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9307 | 3.49 | |
| 0.1241 | 3.97 | |
| 0.7997 | 18.68 | |
| -1.0123 | -0.87 | |
| 2.4588 | 1.37 | |
| -2.9081 | -2.58 | |
| 3.3461 | 3.44 | |
| -5.8545 | -5.29 |
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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