Rizzo Group AB GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.3598 | 4.71 | |
| 0.1003 | 63.78 | |
| 0.9880 | 394.73 | |
| 2.8958 | 63.79 |
Estimation Period:
Jul 1, 1997 to Apr 5, 2024
Jul 1, 1997 to Apr 5, 2024
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