Valtech SE GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.6324 | 8.01 | |
| 0.0761 | 85.11 | |
| 0.9972 | 2,967.96 | |
| 3.2505 | 119.33 |
Estimation Period:
Apr 12, 1999 to Feb 10, 2017
Apr 12, 1999 to Feb 10, 2017
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