China Merchants Property Development Co Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.9338 | 3.55 | |
| 0.1184 | 45.59 | |
| 0.9808 | 171.98 | |
| 2.9255 | 36.34 |
Estimation Period:
Jun 7, 1993 to Dec 4, 2015
Jun 7, 1993 to Dec 4, 2015
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