BT Group PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4409 | 4.93 | |
| 0.0462 | 31.13 | |
| 0.9922 | 602.44 | |
| 5.6092 | 7.20 |
Estimation Period:
Jan 1, 1990 to Sep 13, 2019
Jan 1, 1990 to Sep 13, 2019
Other BT Group PLC Analyses
Other GAS-GARCH Student T Analyses on Depositary Receipts