NH Investment & Securities Co Ltd/Old GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.2398 | 7.11 | |
| 0.0821 | 82.01 | |
| 0.9971 | 2,687.49 | |
| 4.8335 | 33.78 |
Estimation Period:
Jan 3, 1990 to Dec 19, 2014
Jan 3, 1990 to Dec 19, 2014
Other NH Investment & Securities Co Ltd/Old Analyses
Other GAS-GARCH Student T Analyses on International Equities