CETIP SA - Mercados Organizados GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.4819 | 6.78 | |
| 0.0788 | 46.02 | |
| 0.9984 | 4,709.27 | |
| 4.7265 | 16.45 |
Estimation Period:
Oct 28, 2009 to Mar 24, 2017
Oct 28, 2009 to Mar 24, 2017
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