JASDAQ Stock Index GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4576 | 7.99 | |
| 0.1418 | 35.40 | |
| 0.9730 | 291.31 | |
| 5.4027 | 11.61 |
Estimation Period:
Oct 28, 1991 to Apr 1, 2022
Oct 28, 1991 to Apr 1, 2022
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