Factual Data Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.2021 | 2.44 | |
| 0.1730 | 16.83 | |
| 0.9617 | 62.95 | |
| 3.1472 | 13.67 |
Estimation Period:
May 12, 1998 to Aug 21, 2003
May 12, 1998 to Aug 21, 2003
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