Invesco Balanced Multi-Asset Allocation ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6243 | 4.55 | |
| 0.1264 | 18.79 | |
| 0.9773 | 187.01 | |
| 5.9466 | 5.10 |
Estimation Period:
Feb 28, 2017 to Jun 23, 2023
Feb 28, 2017 to Jun 23, 2023
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