Advocate Rising Rate Hedge ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.9089 | 2.70 | |
| 0.0933 | 10.90 | |
| 0.9641 | 68.03 | |
| 3.5056 | 6.07 |
Estimation Period:
Oct 28, 2021 to Oct 20, 2023
Oct 28, 2021 to Oct 20, 2023
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