Invesco RAFI Strategic US Small Co ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6910 | 8.87 | |
| 0.1168 | 12.20 | |
| 0.9709 | 268.42 | |
| 10.7247 | 2.16 |
Estimation Period:
Sep 13, 2018 to Mar 24, 2023
Sep 13, 2018 to Mar 24, 2023
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