Allgreen Properties Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4472 | 3.79 | |
| 0.0605 | 22.13 | |
| 0.9872 | 284.00 | |
| 4.6542 | 6.83 |
Estimation Period:
May 7, 1999 to Jul 26, 2011
May 7, 1999 to Jul 26, 2011
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