RiskMetrics Group LLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.4404 | 7.04 | |
| 0.0940 | 36.60 | |
| 0.9990 | 6,091.46 | |
| 3.1051 | 110.86 |
Estimation Period:
Jan 23, 2008 to Jun 1, 2010
Jan 23, 2008 to Jun 1, 2010
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