Thomas Cook Group PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.8221 | 4.60 | |
| 0.1309 | 63.20 | |
| 0.9909 | 551.44 | |
| 3.6982 | 32.94 |
Estimation Period:
Dec 30, 2004 to Sep 20, 2019
Dec 30, 2004 to Sep 20, 2019
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