Michael Hill New Zealand Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3307 | 13.73 | |
| 0.1318 | 794.17 | |
| 0.9990 | 13,684.93 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Jan 2, 1990 to Jun 24, 2016
Jan 2, 1990 to Jun 24, 2016
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