Commerce Bancorp LLC/NJ GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2344 | 3.49 | |
| 0.0588 | 22.21 | |
| 0.9907 | 344.00 | |
| 5.5379 | 5.76 |
Estimation Period:
Jan 1, 1990 to Mar 28, 2008
Jan 1, 1990 to Mar 28, 2008
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