Countrywide Financial GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6716 | 4.37 | |
| 0.0557 | 23.44 | |
| 0.9907 | 491.18 | |
| 6.0899 | 4.96 |
Estimation Period:
Jan 2, 1990 to Jun 30, 2008
Jan 2, 1990 to Jun 30, 2008
Other Countrywide Financial Analyses
Other GAS-GARCH Student T Analyses on Equities