Ellerston Global Investments Ltd GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6980 | 7.36 | |
| 0.1437 | 13.99 | |
| 0.9117 | 90.68 | |
| 3.7352 | 7.70 |
Estimation Period:
Oct 20, 2014 to Aug 7, 2020
Oct 20, 2014 to Aug 7, 2020
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