China Machinery Engineering Corp GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.7816 | 10.60 | |
| 0.0686 | 57.65 | |
| 0.9990 | 7,568.18 | |
| 3.3716 | 188.46 |
Estimation Period:
Dec 21, 2012 to Jul 23, 2021
Dec 21, 2012 to Jul 23, 2021
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