CFAO SA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9577 | 10.08 | |
| 0.0875 | 61.30 | |
| 0.9973 | 3,574.57 | |
| 2.9321 | 196.72 |
Estimation Period:
Dec 2, 2009 to Nov 18, 2016
Dec 2, 2009 to Nov 18, 2016
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