Invesco Moderately Conservative Multi-Asset Allocation ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6123 | 2.71 | |
| 0.1486 | 4.09 | |
| 0.7710 | 15.75 | |
| 0.2392 | 0.25 | |
| 1.2061 | 0.87 | |
| -2.9091 | -3.33 | |
| 3.4962 | 3.89 | |
| -6.5422 | -5.33 |
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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