Model coefficients | |||||||||
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Estimation Date | ω | α | β | GED parameter | ω | α | γ | β | GED parameter |
31-Mar-11 | 0.0000 | 0.2428 | 0.7535 | 1.4176 | −0.9632 | 0.4243 | 0.0391 | 0.9412 | 1.3932 |
28-Apr-17 | 0.0000 | 0.0821 | 0.9027 | 1.4213 | −0.2408 | 0.1329 | 0.0485 | 0.9875 | 1.4158 |
31-May-17 | 0.0000 | 0.0869 | 0.8954 | 1.3893 | −0.2704 | 0.1467 | 0.0492 | 0.9857 | 1.3847 |
30-Jun-17 | 0.0000 | 0.1019 | 0.8696 | 1.3859 | −0.3569 | 0.1659 | 0.0542 | 0.9793 | 1.3783 |
31-Jul-17 | 0.0000 | 0.0907 | 0.8905 | 1.3715 | −0.2743 | 0.1530 | 0.0478 | 0.9859 | 1.3623 |
31-Aug-17 | 0.0000 | 0.0860 | 0.8957 | 1.3528 | −0.2642 | 0.1426 | 0.0465 | 0.9861 | 1.3424 |
29-Sep-17 | 0.0000 | 0.0889 | 0.8892 | 1.3460 | −0.2953 | 0.1334 | 0.0623 | 0.9827 | 1.3412 |
31-Oct-17 | 0.0000 | 0.0901 | 0.8860 | 1.3492 | −0.2827 | 0.1289 | 0.0616 | 0.9836 | 1.3427 |
30-Nov-17 | 0.0000 | 0.0904 | 0.8856 | 1.3484 | −0.2830 | 0.1302 | 0.0627 | 0.9837 | 1.3410 |
29-Dec-17 | 0.0000 | 0.0913 | 0.8852 | 1.3427 | −0.2899 | 0.1347 | 0.0659 | 0.9835 | 1.3361 |