Janus Henderson US Sustainable Equity ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7317 | 5.75 | |
| 0.0795 | 1.55 | |
| 0.8382 | 11.71 | |
| -2.0069 | -5.19 | |
| 3.2459 | 5.62 | |
| -2.4031 | -4.83 |
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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