Principal International Adaptive Multi-Factor ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 0.03 | |
| 0.0392 | 4.84 | |
| 0.9870 | 65.40 | |
| -0.1197 | -14.95 |
Estimation Period:
May 27, 2021 to Oct 6, 2023
May 27, 2021 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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