Natixis Loomis Sayles Short Duration Income ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7402 | 12.69 | |
| 0.0628 | 58.81 | |
| 0.9958 | 2,676.97 | |
| 2.0065 | 38,586.25 |
Estimation Period:
Dec 28, 2017 to Sep 20, 2024
Dec 28, 2017 to Sep 20, 2024
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