Banco Compartamos SA de CV GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0105 | 3.24 | |
| 0.1246 | 6.61 | |
| 0.8821 | 22.38 | |
| 2.9021 | 5.85 |
Estimation Period:
Apr 20, 2007 to Nov 15, 2011
Apr 20, 2007 to Nov 15, 2011
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