SMS Management & Technology Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.6085 | 15.52 | |
| 0.0437 | 71.84 | |
| 0.9990 | 10,627.66 | |
| 3.4587 | 187.88 |
Estimation Period:
Oct 17, 1994 to Sep 1, 2017
Oct 17, 1994 to Sep 1, 2017
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