Principal U.S. Large-Cap Adaptive Multi-Factor ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4140 | 7.19 | |
| 0.0530 | 4.46 | |
| 0.9990 | 120.30 | |
| 7.3087 | 1.06 |
Estimation Period:
May 20, 2021 to Oct 6, 2023
May 20, 2021 to Oct 6, 2023
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