AEX Volatility Index GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 39.1811 | 8.94 | |
| 0.0873 | 20.85 | |
| 0.9576 | 195.54 | |
| 5.1599 | 5.80 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
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