Syntax Stratified SmallCap ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5113 | 5.41 | |
| 0.0731 | 13.46 | |
| 0.9974 | 955.36 | |
| 11.7295 | 1.68 |
Estimation Period:
May 29, 2020 to Sep 27, 2024
May 29, 2020 to Sep 27, 2024
Other Syntax Stratified SmallCap ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs