Old Mutual PLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5205 | 5.58 | |
| 0.0727 | 36.35 | |
| 0.9912 | 603.30 | |
| 6.3647 | 8.01 |
Estimation Period:
Jul 9, 1999 to Jun 22, 2018
Jul 9, 1999 to Jun 22, 2018
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