Shanghai Greencourt Investment Group Co., Ltd. GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.5355 | 8.52 | |
| 0.1355 | 27.33 | |
| 0.9567 | 167.69 | |
| 5.0211 | 9.98 |
Estimation Period:
Nov 22, 1993 to Jun 2, 2022
Nov 22, 1993 to Jun 2, 2022
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