Parmalat SpA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0308 | 6.94 | |
| 0.0969 | 72.40 | |
| 0.9990 | 6,842.47 | |
| 3.3122 | 136.94 |
Estimation Period:
Oct 6, 2005 to Feb 22, 2019
Oct 6, 2005 to Feb 22, 2019
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