Principal International Adaptive Multi-Factor ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2911 | 7.55 | |
| 0.1068 | 5.82 | |
| 0.9427 | 97.94 | |
| 10.9007 | 0.82 |
Estimation Period:
May 27, 2021 to Oct 6, 2023
May 27, 2021 to Oct 6, 2023
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