Nationwide Risk-Based International Equity ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0018 | 8.17 | |
| 0.1398 | 11.36 | |
| 0.9365 | 143.57 | |
| 6.3769 | 2.88 |
Estimation Period:
Sep 20, 2017 to May 13, 2022
Sep 20, 2017 to May 13, 2022
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