Janus Henderson US Sustainable Equity ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8695 | 106.26 | |
| 0.1465 | 19.03 | |
| 0.0287 | 1.69 | |
| 0.0760 | 1.68 | |
| 0.8956 | 14.55 |
Estimation Period:
Sep 9, 2021 to Oct 3, 2025
Sep 9, 2021 to Oct 3, 2025
News Impact Curve
Volatility Forecasts
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