Instituto Hermes GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1156 | 10.22 | |
| 0.0904 | 9.25 | |
| 0.9012 | 96.55 | |
| 5.3046 | 2.65 |
Estimation Period:
Feb 14, 2017 to Apr 28, 2023
Feb 14, 2017 to Apr 28, 2023
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