SpareBank 1 Sorost-Norge GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7248 | 4.69 | |
| 0.0617 | 39.05 | |
| 0.9864 | 365.47 | |
| 2.8869 | 31.06 |
Estimation Period:
May 27, 1994 to Sep 27, 2024
May 27, 1994 to Sep 27, 2024
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