Model coefficients | |||||||||
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Estimation Date | ω | α | β | GED parameter | ω | α | γ | β | GED parameter |
31-Mar-11 | 0.0000 | 0.0539 | 0.9366 | 1.4432 | −0.2089 | 0.1273 | 0.0125 | 0.9891 | 1.4470 |
28-Apr-17 | 0.0000 | 0.0895 | 0.8510 | 1.4297 | −0.6895 | 0.1711 | 0.0421 | 0.9453 | 1.4311 |
31-May-17 | 0.0000 | 0.0939 | 0.8425 | 1.4334 | −0.7152 | 0.1780 | 0.0379 | 0.9434 | 1.4338 |
30-Jun-17 | 0.0000 | 0.1015 | 0.8251 | 1.4064 | −0.8434 | 0.1885 | 0.0413 | 0.9317 | 1.4016 |
31-Jul-17 | 0.0000 | 0.0843 | 0.8632 | 1.4040 | −0.7053 | 0.1686 | 0.0361 | 0.9436 | 1.3960 |
31-Aug-17 | 0.0000 | 0.0881 | 0.8551 | 1.4282 | −0.6672 | 0.1671 | 0.0378 | 0.9473 | 1.4210 |
29-Sep-17 | 0.0000 | 0.0828 | 0.8663 | 1.4209 | −0.6051 | 0.1598 | 0.0345 | 0.9528 | 1.4128 |
31-Oct-17 | 0.0000 | 0.0832 | 0.8661 | 1.4057 | −0.6177 | 0.1622 | 0.0360 | 0.9518 | 1.3982 |
30-Nov-17 | 0.0000 | 0.0787 | 0.8756 | 1.4050 | −0.5740 | 0.1576 | 0.0342 | 0.9558 | 1.3974 |
29-Dec-17 | 0.0000 | 0.0778 | 0.8822 | 1.3975 | −0.5364 | 0.1589 | 0.0342 | 0.9596 | 1.3908 |