Commerce Group Inc/Ma GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.3157 | 5.44 | |
| 0.0820 | 73.61 | |
| 0.9990 | 5,313.83 | |
| 4.2840 | 48.78 |
Estimation Period:
Nov 29, 1991 to Jun 4, 2008
Nov 29, 1991 to Jun 4, 2008
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