Agricultural Bank of Greece GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4601 | 10.25 | |
| 0.0945 | 87.88 | |
| 0.9990 | 8,686.96 | |
| 2.8367 | 524.74 |
Estimation Period:
Jan 18, 2001 to Jul 30, 2012
Jan 18, 2001 to Jul 30, 2012
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