Mizuho Securities Co Ltd GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.3330 | 8.51 | |
| 0.1037 | 28.21 | |
| 0.9682 | 252.33 | |
| 5.3445 | 8.01 |
Estimation Period:
Jan 3, 1990 to Aug 26, 2011
Jan 3, 1990 to Aug 26, 2011
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