Invesco PureBeta FTSE Developed ex-North America ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6250 | 4.45 | |
| 0.1499 | 13.15 | |
| 0.9413 | 61.10 | |
| 4.6212 | 5.17 |
Estimation Period:
Sep 25, 2017 to Jun 23, 2023
Sep 25, 2017 to Jun 23, 2023
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