Defiance NextGen SPAC Derived ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1398 | 18.97 | |
| 0.1381 | 10.38 | |
| 0.9301 | 71.00 | |
| 85.0759 | 0.14 |
Estimation Period:
Oct 1, 2020 to Aug 26, 2022
Oct 1, 2020 to Aug 26, 2022
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