iShares MSCI International Size Factor ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 248.7859 | 12.19 | |
| 0.0759 | 60.75 | |
| 0.9938 | 1,692.96 | |
| 2.0020 | 105,367.84 |
Estimation Period:
Jul 13, 2015 to Aug 9, 2024
Jul 13, 2015 to Aug 9, 2024
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