Taiwan Cooperative Bank GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2908 | 6.18 | |
| 0.1059 | 48.07 | |
| 0.9980 | 3,737.84 | |
| 4.5903 | 16.42 |
Estimation Period:
Nov 17, 2004 to Nov 18, 2011
Nov 17, 2004 to Nov 18, 2011
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