Danvers Bancorp Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1420 | 4.61 | |
| 0.0906 | 24.33 | |
| 0.9866 | 304.87 | |
| 4.5729 | 10.38 |
Estimation Period:
Jan 9, 2008 to Jun 30, 2011
Jan 9, 2008 to Jun 30, 2011
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