Invesco Investment Grade Value ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2340 | 5.91 | |
| 0.1144 | 18.76 | |
| 0.9809 | 334.21 | |
| 6.3685 | 4.54 |
Estimation Period:
Sep 14, 2018 to Mar 17, 2023
Sep 14, 2018 to Mar 17, 2023
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