SPDR S&P 500 Buyback ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1457 | 3.58 | |
| 0.1051 | 48.99 | |
| 0.9860 | 253.54 | |
| 2.4453 | 88.09 |
Estimation Period:
Feb 5, 2015 to Jun 5, 2020
Feb 5, 2015 to Jun 5, 2020
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