Fortress Investment Group LLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5041 | 4.93 | |
| 0.0866 | 82.66 | |
| 0.9990 | 4,668.22 | |
| 3.8180 | 123.20 |
Estimation Period:
Feb 9, 2007 to Dec 22, 2017
Feb 9, 2007 to Dec 22, 2017
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