Greater Bay Bancorp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.5633 | 4.86 | |
| 0.1038 | 47.05 | |
| 0.9951 | 1,073.48 | |
| 5.4406 | 14.93 |
Estimation Period:
Apr 4, 1994 to Sep 28, 2007
Apr 4, 1994 to Sep 28, 2007
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