PGIM Quant Solutions Strategic Alpha International Equity ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.6522 | 7.83 | |
| 0.0645 | 24.85 | |
| 0.9985 | 1,508.36 | |
| 4.2531 | 6.67 |
Estimation Period:
Dec 11, 2018 to Jan 6, 2023
Dec 11, 2018 to Jan 6, 2023
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