Wachovia Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2666 | 4.92 | |
| 0.0844 | 50.63 | |
| 0.9961 | 1,437.35 | |
| 6.4218 | 10.72 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
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