CNH Global NV GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.7856 | 3.49 | |
| 0.0600 | 32.03 | |
| 0.9905 | 359.51 | |
| 3.7100 | 15.10 |
Estimation Period:
Nov 4, 1996 to Oct 16, 2013
Nov 4, 1996 to Oct 16, 2013
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