Vault Intelligence Limited GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 68.6892 | 3.71 | |
| 0.0901 | 9.98 | |
| 0.9482 | 85.57 | |
| 3.3452 | 5.45 |
Estimation Period:
Apr 7, 2011 to Oct 2, 2020
Apr 7, 2011 to Oct 2, 2020
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