Penneo APS GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.0222 | 3.88 | |
| 0.1977 | 16.20 | |
| 0.9239 | 45.75 | |
| 3.2166 | 12.37 |
Estimation Period:
Jun 15, 2020 to Feb 28, 2025
Jun 15, 2020 to Feb 28, 2025
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