STYLEPIT A/S GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 67.8155 | 8.41 | |
| 0.1267 | 229.13 | |
| 0.9990 | 7,928.57 | |
| 2.0001 | 2,000,117.00 |
Estimation Period:
Nov 29, 2007 to Apr 8, 2016
Nov 29, 2007 to Apr 8, 2016
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