CAC40 Volatility Index GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.2080 | 7.04 | |
| 0.0741 | 24.85 | |
| 0.9707 | 198.44 | |
| 4.7925 | 6.93 |
Estimation Period:
Jan 4, 2000 to Dec 31, 2020
Jan 4, 2000 to Dec 31, 2020
Other CAC40 Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices