Sparebanken Sor As GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6147 | 43.53 | |
| 0.1240 | 716.74 | |
| 0.9943 | 6,953.26 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Feb 1, 2001 to May 2, 2025
Feb 1, 2001 to May 2, 2025
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