AusNet Services GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1512 | 5.31 | |
| 0.0713 | 22.10 | |
| 0.9830 | 298.14 | |
| 5.3781 | 6.36 |
Estimation Period:
Dec 14, 2005 to Feb 4, 2022
Dec 14, 2005 to Feb 4, 2022
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