TBG Diagnostics Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61.8937 | 6.03 | |
| 0.1362 | 26.76 | |
| 0.9220 | 74.23 | |
| 2.3869 | 43.36 |
Estimation Period:
Dec 26, 1995 to Feb 21, 2020
Dec 26, 1995 to Feb 21, 2020
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