iShares Frontier and Select EM ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0011 | 7.06 | |
| 0.0791 | 52.77 | |
| 0.9957 | 1,673.47 | |
| 5.4676 | 18.44 |
Estimation Period:
Sep 13, 2012 to Jan 3, 2025
Sep 13, 2012 to Jan 3, 2025
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