Abbey plc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6569 | 11.27 | |
| 0.2094 | 684.27 | |
| 0.9990 | 11,352.27 | |
| 2.0000 | 222,222.22 |
Estimation Period:
Jan 1, 1990 to Mar 12, 2021
Jan 1, 1990 to Mar 12, 2021
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