Chong Hing Bank Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.7057 | 4.43 | |
| 0.1158 | 110.74 | |
| 0.9932 | 680.30 | |
| 2.9372 | 93.01 |
Estimation Period:
Jul 11, 1994 to Aug 20, 2021
Jul 11, 1994 to Aug 20, 2021
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