MCB Group Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1326 | 9.81 | |
| 0.0494 | 47.20 | |
| 0.9973 | 3,880.55 | |
| 2.3550 | 255.34 |
Estimation Period:
Jul 31, 2008 to Nov 7, 2014
Jul 31, 2008 to Nov 7, 2014
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