Avvale SpA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8212 | 8.87 | |
| 0.1061 | 42.71 | |
| 0.9990 | 6,986.01 | |
| 2.4316 | 324.39 |
Estimation Period:
Dec 19, 2018 to Feb 26, 2021
Dec 19, 2018 to Feb 26, 2021
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