Hercules LLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8701 | 4.62 | |
| 0.0650 | 34.64 | |
| 0.9903 | 492.95 | |
| 4.4892 | 12.35 |
Estimation Period:
Jan 1, 1990 to Nov 13, 2008
Jan 1, 1990 to Nov 13, 2008
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