ITS Group SAS GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,258.4170 | 8.05 | |
| 0.0969 | 123.15 | |
| 0.9980 | 4,339.20 | |
| 2.0167 | 11,203.92 |
Estimation Period:
Sep 29, 1999 to Jan 10, 2020
Sep 29, 1999 to Jan 10, 2020
Other ITS Group SAS Analyses
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