John Laing Group Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1425 | 10.95 | |
| 0.0847 | 70.33 | |
| 0.9990 | 5,741.38 | |
| 3.0393 | 317.62 |
Estimation Period:
Feb 11, 2015 to Sep 17, 2021
Feb 11, 2015 to Sep 17, 2021
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