Janus Henderson Sustainable & Impact Core Bond ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1769 | 2.94 | |
| 0.0399 | 4.98 | |
| 0.9785 | 109.92 | |
| 4.0971 | 2.74 |
Estimation Period:
Sep 9, 2021 to Feb 9, 2024
Sep 9, 2021 to Feb 9, 2024
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