IndexIQ ETF Trust IQ U.S. Large Cap ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6342 | 4.10 | |
| 0.1009 | 23.65 | |
| 0.9772 | 162.81 | |
| 3.4795 | 15.23 |
Estimation Period:
Dec 13, 2017 to Dec 8, 2023
Dec 13, 2017 to Dec 8, 2023
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