Dynamic Short Short-Term Volatility Futures ETF GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3028 | 7.43 | |
| 0.1595 | 45.42 | |
| 0.9952 | 1,528.75 | |
| 3.4729 | 38.15 |
Estimation Period:
Jan 13, 2022 to Dec 27, 2024
Jan 13, 2022 to Dec 27, 2024
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