Cynosure LLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.8564 | 4.50 | |
| 0.0576 | 20.11 | |
| 0.9834 | 250.62 | |
| 4.1684 | 8.34 |
Estimation Period:
Dec 9, 2005 to Mar 17, 2017
Dec 9, 2005 to Mar 17, 2017
Other Cynosure LLC Analyses
Other GAS-GARCH Student T Analyses on Equities