Invesco Growth Multi-Asset Allocation ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0156 | -3.95 | |
| 0.3616 | 12.77 | |
| 0.9258 | 138.17 | |
| -0.1287 | -7.66 |
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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