Monberg & Thorsen A/S GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0864 | 3.65 | |
| 0.0904 | 31.25 | |
| 0.9805 | 176.88 | |
| 2.9831 | 24.77 |
Estimation Period:
Jan 4, 1990 to Apr 5, 2019
Jan 4, 1990 to Apr 5, 2019
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