HUB International Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.8976 | 10.21 | |
| 0.0458 | 43.91 | |
| 0.9990 | 5,911.24 | |
| 3.2212 | 68.74 |
Estimation Period:
Feb 9, 1999 to Jun 13, 2007
Feb 9, 1999 to Jun 13, 2007
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