Invesco Moderately Conservative Multi-Asset Allocation ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3295 | 5.47 | |
| 0.1213 | 23.57 | |
| 0.9763 | 214.62 | |
| 4.8483 | 9.44 |
Estimation Period:
Feb 27, 2017 to Jun 23, 2023
Feb 27, 2017 to Jun 23, 2023
Other Invesco Moderately Conservative Multi-Asset Allocation ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs