Bourse De Montreal Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3022 | 2.14 | |
| 0.1543 | 2.78 | |
| 0.7185 | 6.59 | |
| 2.4632 | 4.08 |
Estimation Period:
Mar 26, 2007 to May 2, 2008
Mar 26, 2007 to May 2, 2008
Other Bourse De Montreal Inc Analyses
Other GAS-GARCH Student T Analyses on International Equities