Frasers Property AHL Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6350 | 8.63 | |
| 0.0526 | 62.95 | |
| 0.9979 | 4,641.41 | |
| 4.3655 | 39.09 |
Estimation Period:
Jun 16, 1997 to Sep 26, 2014
Jun 16, 1997 to Sep 26, 2014
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