Invesco RAFI Strategic Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1014 | 9.26 | |
| 0.0977 | 11.77 | |
| 0.9612 | 249.98 | |
| 7.2781 | 3.25 |
Estimation Period:
Sep 13, 2018 to Mar 24, 2023
Sep 13, 2018 to Mar 24, 2023
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