Invesco Growth Multi-Asset Allocation ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6989 | 3.78 | |
| 0.1873 | 5.63 | |
| 0.7295 | 14.52 | |
| -1.4324 | -2.28 | |
| 2.7657 | 2.65 | |
| -2.5151 | -2.83 | |
| 2.6067 | 3.20 | |
| -4.7671 | -5.45 |
Estimation Period:
Feb 28, 2017 to Jun 23, 2023
Feb 28, 2017 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
Other Invesco Growth Multi-Asset Allocation ETF Analyses
Other Spline-GARCH Analyses on ETFs