KEB Hana Bank GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.1230 | 5.38 | |
| 0.0570 | 43.47 | |
| 0.9954 | 1,221.40 | |
| 6.2560 | 9.53 |
Estimation Period:
Apr 5, 1994 to Apr 2, 2013
Apr 5, 1994 to Apr 2, 2013
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