Cementos Portland Valderrivas SA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 253.8314 | 20.52 | |
| 0.0683 | 147.85 | |
| 0.9986 | 13,315.32 | |
| 2.0002 | 20,002,360.00 |
Estimation Period:
Aug 7, 1992 to Feb 10, 2017
Aug 7, 1992 to Feb 10, 2017
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