Sophos Group PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.4713 | 7.35 | |
| 0.0897 | 50.18 | |
| 0.9968 | 2,220.05 | |
| 3.4819 | 79.92 |
Estimation Period:
Jun 25, 2015 to Feb 28, 2020
Jun 25, 2015 to Feb 28, 2020
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