LaBranche & Co Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.8162 | 4.26 | |
| 0.0501 | 23.56 | |
| 0.9913 | 473.84 | |
| 4.9565 | 7.63 |
Estimation Period:
Aug 17, 1999 to Jun 28, 2011
Aug 17, 1999 to Jun 28, 2011
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