Australian Gas Networks Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6173 | 3.89 | |
| 0.0793 | 27.70 | |
| 0.9887 | 316.38 | |
| 5.0872 | 8.94 |
Estimation Period:
Aug 29, 1997 to Sep 12, 2014
Aug 29, 1997 to Sep 12, 2014
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