Deltashares S&P 500 Managed Risk ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7519 | 9.94 | |
| 0.1680 | 11.08 | |
| 0.8780 | 67.95 | |
| 5.4047 | 4.03 |
Estimation Period:
Aug 2, 2017 to Apr 5, 2022
Aug 2, 2017 to Apr 5, 2022
Other Deltashares S&P 500 Managed Risk ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs