AMBAC Financial GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.2411 | 8.23 | |
| 0.1057 | 98.85 | |
| 0.9964 | 2,274.80 | |
| 3.0699 | 199.43 |
Estimation Period:
Jul 11, 1991 to Apr 29, 2013
Jul 11, 1991 to Apr 29, 2013
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