Bank of Yokohama Ltd/The GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7068 | 5.76 | |
| 0.0780 | 34.47 | |
| 0.9857 | 408.68 | |
| 4.8381 | 10.91 |
Estimation Period:
Jan 3, 1990 to Mar 25, 2016
Jan 3, 1990 to Mar 25, 2016
Other Bank of Yokohama Ltd/The Analyses
Other GAS-GARCH Student T Analyses on International Equities