Credit Suisse Group AG GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0199 | 4.73 | |
| 0.0781 | 36.93 | |
| 0.9901 | 475.12 | |
| 5.3374 | 10.36 |
Estimation Period:
Jan 3, 1990 to Jun 9, 2023
Jan 3, 1990 to Jun 9, 2023
Other Credit Suisse Group AG Analyses
Other GAS-GARCH Student T Analyses on International Equities