OCBC Bank Hong Kong Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.7893 | 5.50 | |
| 0.0939 | 73.22 | |
| 0.9928 | 809.80 | |
| 3.7249 | 40.45 |
Estimation Period:
Jul 2, 1993 to Aug 18, 2014
Jul 2, 1993 to Aug 18, 2014
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