Safeco GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3608 | 3.95 | |
| 0.0766 | 27.33 | |
| 0.9867 | 280.47 | |
| 4.5352 | 9.73 |
Estimation Period:
Jan 2, 1990 to Sep 22, 2008
Jan 2, 1990 to Sep 22, 2008
Other GAS-GARCH Student T Analyses on Equities