Haitong International Securities Group Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.4902 | 4.27 | |
| 0.1139 | 103.36 | |
| 0.9933 | 636.70 | |
| 2.9237 | 98.48 |
Estimation Period:
Aug 6, 1996 to Dec 29, 2023
Aug 6, 1996 to Dec 29, 2023
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