iShares Factors US Value Style ETF GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 8.32 | |
| 0.0752 | 7.68 | |
| 0.9089 | 101.17 |
Estimation Period:
Jan 16, 2020 to Oct 13, 2023
Jan 16, 2020 to Oct 13, 2023
News Impact Curve
Volatility Forecasts
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