New Zealand Exchange Ltd NZX 15 Total Return Index GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5365 | 13.59 | |
| 0.0475 | 20.46 | |
| 0.9846 | 591.73 | |
| 12.5595 | 1.94 |
Estimation Period:
Oct 2, 2001 to Jun 15, 2018
Oct 2, 2001 to Jun 15, 2018
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