Invesco Growth Multi-Asset Allocation ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7496 | 85.95 | |
| 0.3023 | 34.21 | |
| 0.0185 | 2.22 | |
| 0.2168 | 2.25 | |
| 0.7592 | 7.16 |
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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