Edf GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1148 | 7.46 | |
| 0.0590 | 79.55 | |
| 0.9990 | 5,257.89 | |
| 3.6224 | 162.69 |
Estimation Period:
Nov 28, 2005 to Jun 9, 2023
Nov 28, 2005 to Jun 9, 2023
Other GAS-GARCH Student T Analyses on International Equities