iShares Evolved US Consumer Staples ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9219 | 7.05 | |
| 0.1420 | 13.61 | |
| 0.9403 | 99.38 | |
| 6.1652 | 3.27 |
Estimation Period:
Mar 23, 2018 to Aug 19, 2022
Mar 23, 2018 to Aug 19, 2022
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