Invesco Growth Multi-Asset Allocation ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8040 | 4.39 | |
| 0.1531 | 17.80 | |
| 0.9677 | 123.76 | |
| 5.3200 | 6.18 |
Estimation Period:
Feb 28, 2017 to Jun 23, 2023
Feb 28, 2017 to Jun 23, 2023
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