Alternative Credit Investments GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3891 | 4.27 | |
| 0.1426 | 33.31 | |
| 0.9701 | 141.80 | |
| 3.0858 | 24.32 |
Estimation Period:
May 28, 2014 to Mar 12, 2021
May 28, 2014 to Mar 12, 2021
Other Alternative Credit Investments Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds