Xtrackers Bloomberg US Investment Grade Corporate ESG ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4537 | 5.55 | |
| 0.1244 | 31.28 | |
| 0.9724 | 208.05 | |
| 3.5208 | 19.58 |
Estimation Period:
Mar 2, 2015 to Mar 8, 2024
Mar 2, 2015 to Mar 8, 2024
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