Sompo International Holdings Ltd GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3201 | 5.75 | |
| 0.0724 | 73.97 | |
| 0.9990 | 4,897.06 | |
| 4.2428 | 83.06 |
Estimation Period:
Feb 28, 2003 to Mar 24, 2017
Feb 28, 2003 to Mar 24, 2017
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