Dragontail Systems Limited GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.7027 | 11.21 | |
| 0.0548 | 37.85 | |
| 0.9990 | 2,561.54 | |
| 3.4956 | 98.41 |
Estimation Period:
Dec 21, 2016 to Aug 27, 2021
Dec 21, 2016 to Aug 27, 2021
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