Invesco Growth Multi-Asset Allocation ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0049 | 0.89 | |
| 0.1716 | 15.68 | |
| 0.7927 | 67.63 | |
| 0.4530 | 13.69 |
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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