AmSouth Bancorp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1615 | 4.35 | |
| 0.0506 | 15.05 | |
| 0.9876 | 386.98 | |
| 5.8290 | 3.87 |
Estimation Period:
Jan 1, 1990 to Nov 3, 2006
Jan 1, 1990 to Nov 3, 2006
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