PHH Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.2693 | 8.52 | |
| 0.0824 | 78.83 | |
| 0.9990 | 8,121.95 | |
| 3.4376 | 179.53 |
Estimation Period:
Jan 19, 2005 to Sep 28, 2018
Jan 19, 2005 to Sep 28, 2018
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