Principal International Adaptive Multi-Factor ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.9233 | 210.18 | |
| 0.1500 | 13.28 | |
| 5.8732 | 0.20 | |
| 0.3268 | 0.18 | |
| 0.1380 | 0.03 |
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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