IndexIQ ETF Trust IQ U.S. Small Cap ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0150 | 6.97 | |
| 0.1032 | 16.82 | |
| 0.9758 | 251.37 | |
| 9.2592 | 2.50 |
Estimation Period:
May 16, 2017 to Apr 19, 2024
May 16, 2017 to Apr 19, 2024
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