SIX Volatility Index GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 58.9498 | 7.29 | |
| 0.0809 | 22.36 | |
| 0.9768 | 280.85 | |
| 5.9983 | 5.70 |
Estimation Period:
May 7, 2004 to Aug 2, 2019
May 7, 2004 to Aug 2, 2019
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