iShares MSCI Germany Small-Cap ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6981 | 6.76 | |
| 0.0812 | 20.53 | |
| 0.9788 | 254.82 | |
| 8.4077 | 2.63 |
Estimation Period:
Jan 27, 2012 to Oct 27, 2023
Jan 27, 2012 to Oct 27, 2023
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