Ferrovial SE GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66.7395 | 7.28 | |
| 0.1108 | 93.99 | |
| 0.9990 | 6,889.66 | |
| 2.0016 | 250,206.00 |
Estimation Period:
Oct 4, 2017 to Dec 29, 2023
Oct 4, 2017 to Dec 29, 2023
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