Petsec Energy Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.8493 | 1.64 | |
| 0.0999 | 14.11 | |
| 0.9990 | 2,594.81 | |
| 2.0000 | 3,577.82 |
Estimation Period:
Jan 1, 1990 to Jul 29, 2022
Jan 1, 1990 to Jul 29, 2022
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