SCPIE Holdings Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 47.8647 | 6.99 | |
| 0.1333 | 99.03 | |
| 0.9949 | 1,467.37 | |
| 2.3550 | 335.32 |
Estimation Period:
Jan 28, 1997 to Jun 30, 2008
Jan 28, 1997 to Jun 30, 2008
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