Peugeot SA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1258 | 6.26 | |
| 0.0549 | 41.86 | |
| 0.9927 | 773.77 | |
| 6.7598 | 7.14 |
Estimation Period:
Jan 1, 1990 to Jan 15, 2021
Jan 1, 1990 to Jan 15, 2021
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