Invesco DB G10 Currency Harvest Fund GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5319 | 5.46 | |
| 0.0905 | 36.05 | |
| 0.9866 | 429.31 | |
| 5.1002 | 10.32 |
Estimation Period:
Sep 20, 2006 to Mar 3, 2023
Sep 20, 2006 to Mar 3, 2023
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