Bear Stearns GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9398 | 6.04 | |
| 0.0673 | 30.27 | |
| 0.9886 | 599.13 | |
| 5.7808 | 7.53 |
Estimation Period:
Jan 2, 1990 to Aug 25, 2011
Jan 2, 1990 to Aug 25, 2011
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