Direxion Russell 1000 Value Over Growth ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6289 | 6.80 | |
| 0.1742 | 14.71 | |
| 0.9669 | 175.86 | |
| 10.4611 | 2.56 |
Estimation Period:
Jan 16, 2019 to Sep 23, 2022
Jan 16, 2019 to Sep 23, 2022
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