Syntax Stratified US Total Market ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9557 | 10.63 | |
| 0.0650 | 8.81 | |
| 0.9830 | 390.84 | |
| 20.0359 | 0.66 |
Estimation Period:
Mar 19, 2021 to Sep 27, 2024
Mar 19, 2021 to Sep 27, 2024
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