C&J Energy Services Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 47.1429 | 8.21 | |
| 0.0812 | 42.18 | |
| 0.9979 | 4,007.51 | |
| 4.5589 | 19.02 |
Estimation Period:
Jul 29, 2011 to Dec 30, 2016
Jul 29, 2011 to Dec 30, 2016
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