Home Retail Group PLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0254 | 0.37 | |
| 0.1059 | 1.46 | |
| 0.9990 | 591.12 | |
| 2.0000 | 951.93 |
Estimation Period:
Jan 2, 1990 to Aug 26, 2016
Jan 2, 1990 to Aug 26, 2016
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