Invesco PureBeta MSCI USA Small Cap ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0836 | 6.99 | |
| 0.1458 | 15.41 | |
| 0.9377 | 79.93 | |
| 4.9441 | 6.88 |
Estimation Period:
Sep 27, 2017 to Jun 23, 2023
Sep 27, 2017 to Jun 23, 2023
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