Aomori Michinoku Bank Ltd/The GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5933 | 8.62 | |
| 0.0878 | 24.59 | |
| 0.9693 | 277.74 | |
| 4.8802 | 8.65 |
Estimation Period:
Jan 4, 1990 to Nov 22, 2021
Jan 4, 1990 to Nov 22, 2021
Other Aomori Michinoku Bank Ltd/The Analyses
Other GAS-GARCH Student T Analyses on International Equities