CBOE Energy ETF Volatility Index GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
param | t-stat | |
---|---|---|
32.8837 | 16.78 | |
0.1354 | 13.29 | |
0.8609 | 90.75 | |
6.1345 | 3.64 |
Estimation Period:
Mar 16, 2011 to Feb 11, 2022
Mar 16, 2011 to Feb 11, 2022
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