SPDR Bloomberg SASB Developed Markets EX US ESG Select GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8765 | 5.10 | |
| 0.0541 | 1.38 | |
| 0.9034 | 38.23 | |
| 8.1631 | 0.33 |
Estimation Period:
Jan 12, 2022 to Apr 6, 2023
Jan 12, 2022 to Apr 6, 2023
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