Invesco S&P SmallCap 600 Equal Weight ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4051 | 6.57 | |
| 0.0933 | 19.53 | |
| 0.9856 | 396.61 | |
| 10.1367 | 2.76 |
Estimation Period:
Jan 27, 2016 to Mar 24, 2023
Jan 27, 2016 to Mar 24, 2023
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