China Infrastructure Investment Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.2132 | 0.19 | |
| 0.0747 | 56.78 | |
| 0.9990 | 189.38 | |
| 2.0000 | 352.24 |
Estimation Period:
Jan 2, 2007 to Nov 15, 2024
Jan 2, 2007 to Nov 15, 2024
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