Invesco RAFI Strategic Developed ex-US ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0387 | 5.25 | |
| 0.1245 | 15.96 | |
| 0.9592 | 126.24 | |
| 4.3580 | 7.78 |
Estimation Period:
Sep 14, 2018 to Mar 24, 2023
Sep 14, 2018 to Mar 24, 2023
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