Clarica Life Insurance Co GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9731 | 4.78 | |
| 0.0944 | 13.04 | |
| 0.9417 | 78.17 | |
| 3.5656 | 6.07 |
Estimation Period:
Jul 13, 1999 to May 30, 2002
Jul 13, 1999 to May 30, 2002
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