Simplify Developed EX-US Plus Downside Convexity GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0955 | 4.74 | |
| 0.0183 | 3.77 | |
| 0.9990 | 255.30 | |
| 19.1006 | 0.20 |
Estimation Period:
Jan 11, 2022 to Oct 27, 2023
Jan 11, 2022 to Oct 27, 2023
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