Changsheng SSE Market Value 100 Index Fund GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6535 | 7.24 | |
| 0.0709 | 15.62 | |
| 0.9903 | 659.73 | |
| 5.2920 | 7.48 |
Estimation Period:
May 31, 2013 to Oct 9, 2015
May 31, 2013 to Oct 9, 2015
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