VanEck Morningstar ESG Moat ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1083 | 11.24 | |
| 0.0661 | 14.05 | |
| 0.9824 | 459.49 | |
| 11.4323 | 2.05 |
Estimation Period:
Oct 7, 2021 to Sep 19, 2025
Oct 7, 2021 to Sep 19, 2025
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