Credito Valtellinese SpA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7866 | 9.69 | |
| 0.1097 | 139.00 | |
| 0.9963 | 2,707.27 | |
| 3.1512 | 205.95 |
Estimation Period:
Jan 8, 1990 to May 28, 2021
Jan 8, 1990 to May 28, 2021
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