Merrill Lynch & Co Canada Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.4614 | 7.93 | |
| 0.0501 | 28.97 | |
| 0.9990 | 5,612.36 | |
| 9.9818 | 3.26 |
Estimation Period:
Aug 28, 1998 to Dec 12, 2008
Aug 28, 1998 to Dec 12, 2008
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