Advanced Accelerator Applications SA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 611.2491 | 9.62 | |
| 0.1486 | 76.06 | |
| 0.9990 | 8,256.20 | |
| 2.0043 | 58,948.76 |
Estimation Period:
Nov 11, 2015 to Feb 9, 2018
Nov 11, 2015 to Feb 9, 2018
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