Hufvudstaden AB GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71,993.5100 | 6.16 | |
| 0.2393 | 49.80 | |
| 0.9990 | 6,243.75 | |
| 2.0051 | 5,600.78 |
Estimation Period:
Jul 21, 1998 to Jan 17, 2020
Jul 21, 1998 to Jan 17, 2020
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