Medimmune LLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 33.2761 | 10.25 | |
| 0.0612 | 69.47 | |
| 0.9990 | 9,081.82 | |
| 4.0719 | 80.17 |
Estimation Period:
May 7, 1991 to Jun 18, 2007
May 7, 1991 to Jun 18, 2007
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