IGE + XAO GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,020.3610 | 7.51 | |
| 0.0871 | 127.69 | |
| 0.9990 | 7,804.69 | |
| 2.0226 | 8,989.52 |
Estimation Period:
Mar 7, 1997 to Nov 19, 2021
Mar 7, 1997 to Nov 19, 2021
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