John Lewis Of Hungerford PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.7426 | 0.03 | |
| 0.2616 | 0.15 | |
| 0.9990 | 36.29 | |
| 2.0000 | 5.61 |
Estimation Period:
Jan 2, 2007 to Jun 23, 2023
Jan 2, 2007 to Jun 23, 2023
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