SPDR Bloomberg SASB Emerging Markets ESG Select ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3793 | 1.46 | |
| 0.0479 | 2.26 | |
| 0.9467 | 28.07 | |
| 4.3017 | 0.60 |
Estimation Period:
Jan 12, 2022 to Apr 6, 2023
Jan 12, 2022 to Apr 6, 2023
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