ASTM S.p.A. GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6494 | 6.36 | |
| 0.0983 | 28.87 | |
| 0.9696 | 197.80 | |
| 3.7579 | 15.17 |
Estimation Period:
Jan 1, 1990 to May 28, 2021
Jan 1, 1990 to May 28, 2021
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