Principal U.S. Small-Cap Adaptive Multi-Factor ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2467 | 1.51 | |
| 0.0292 | 0.43 | |
| 0.8131 | 11.01 | |
| 3.9701 | 0.14 |
Estimation Period:
May 19, 2021 to Oct 6, 2023
May 19, 2021 to Oct 6, 2023
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