JPMorgan Social Advancement ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0527 | 158.67 | |
| 0.8993 | 234.75 | |
| 0.0902 | 46.77 | |
| 0.0000 | 0.08 | |
| 0.0050 | 5.35 | |
| 0.0452 | 46.85 |
Estimation Period:
Sep 30, 2022 to Dec 15, 2023
Sep 30, 2022 to Dec 15, 2023
News Impact Curve
Volatility Forecasts
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