IC Group A/S GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4934 | 4.92 | |
| 0.1088 | 33.45 | |
| 0.9732 | 186.86 | |
| 3.2226 | 21.70 |
Estimation Period:
May 9, 1996 to Aug 2, 2019
May 9, 1996 to Aug 2, 2019
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