Invesco PureBeta FTSE Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0748 | 9.10 | |
| 0.1168 | 11.81 | |
| 0.9387 | 130.14 | |
| 8.1361 | 1.74 |
Estimation Period:
Sep 25, 2017 to Jun 23, 2023
Sep 25, 2017 to Jun 23, 2023
Other Invesco PureBeta FTSE Emerging Markets ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs