MICEX 10 Index GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0486 | 6.09 | |
| 0.0704 | 51.87 | |
| 0.9968 | 2,291.54 | |
| 7.7314 | 6.80 |
Estimation Period:
Mar 19, 2001 to Nov 19, 2021
Mar 19, 2001 to Nov 19, 2021
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