ACAS LLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.0909 | 9.06 | |
| 0.0716 | 75.80 | |
| 0.9984 | 6,239.74 | |
| 4.7561 | 39.87 |
Estimation Period:
Sep 2, 1997 to Dec 30, 2016
Sep 2, 1997 to Dec 30, 2016
Other ACAS LLC Analyses
Other GAS-GARCH Student T Analyses on Equities