DEPFA Bank PLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6529 | 3.85 | |
| 0.0933 | 32.20 | |
| 0.9859 | 277.81 | |
| 3.8712 | 15.49 |
Estimation Period:
Mar 12, 1991 to Oct 2, 2007
Mar 12, 1991 to Oct 2, 2007
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