Alcatel Lucent SAS GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9861 | 7.17 | |
| 0.0451 | 53.26 | |
| 0.9955 | 1,501.56 | |
| 4.6368 | 24.69 |
Estimation Period:
May 19, 1992 to Feb 24, 2016
May 19, 1992 to Feb 24, 2016
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Other GAS-GARCH Student T Analyses on Depositary Receipts