Sabvest Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5,384.6390 | 3.56 | |
| 0.1230 | 22.01 | |
| 0.9358 | 50.42 | |
| 2.0028 | 3,332.53 |
Estimation Period:
Jul 22, 1997 to Apr 30, 2020
Jul 22, 1997 to Apr 30, 2020
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