Capital Property Fund GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.1293 | 16.09 | |
| 0.0236 | 55.48 | |
| 0.9990 | 12,807.69 | |
| 2.1794 | 979.93 |
Estimation Period:
Apr 11, 1995 to Jun 27, 2014
Apr 11, 1995 to Jun 27, 2014
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