Naturex GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0151 | 9.51 | |
| 0.0644 | 130.45 | |
| 0.9990 | 8,325.00 | |
| 2.1677 | 3,737.45 |
Estimation Period:
Nov 4, 1996 to Sep 7, 2018
Nov 4, 1996 to Sep 7, 2018
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