Folkestone Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.8017 | 9.31 | |
| 0.0624 | 78.93 | |
| 0.9990 | 9,336.45 | |
| 2.7760 | 245.71 |
Estimation Period:
Jun 14, 2000 to Oct 19, 2018
Jun 14, 2000 to Oct 19, 2018
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