Natixis Vaughan Nelson Mid Cap ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6853 | 6.39 | |
| 0.1418 | 7.61 | |
| 0.9158 | 77.25 | |
| 6.3925 | 2.18 |
Estimation Period:
Sep 17, 2020 to Jul 19, 2024
Sep 17, 2020 to Jul 19, 2024
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