Clasquin Group SPA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6445 | 10.94 | |
| 0.0809 | 43.34 | |
| 0.9990 | 5,876.47 | |
| 2.4768 | 462.96 |
Estimation Period:
Nov 18, 2021 to Jan 3, 2025
Nov 18, 2021 to Jan 3, 2025
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