Invesco Moderately Conservative Multi-Asset Allocation ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1225 | 1,225,100.00 | |
| -0.2450 | -2,450,000.00 | |
| 0.1414 | 8.97 | |
| 0.5100 | 15.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 27, 2017 to Jun 23, 2023
Feb 27, 2017 to Jun 23, 2023
News Impact Curve
Volatility Forecasts
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