Tucker Anthony Sutro GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3257 | 6.66 | |
| 0.1072 | 60.45 | |
| 0.9990 | 5,285.71 | |
| 2.7322 | 325.30 |
Estimation Period:
Apr 1, 1998 to Oct 31, 2001
Apr 1, 1998 to Oct 31, 2001
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