IQ Ultra Short Duration Etf GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 4.92 | |
| 0.2091 | 5.71 | |
| 0.8407 | 48.05 | |
| -0.0995 | -2.78 |
Estimation Period:
Jul 31, 2019 to Apr 19, 2024
Jul 31, 2019 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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