Euro Disney SCA GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3997 | 13.72 | |
| 0.0597 | 101.69 | |
| 0.9990 | 12,333.28 | |
| 3.2375 | 252.42 |
Estimation Period:
Jan 1, 1990 to Jun 9, 2017
Jan 1, 1990 to Jun 9, 2017
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