F&C Asset Management PLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 312.3696 | 19.72 | |
| 0.1064 | 458.41 | |
| 0.9990 | 19,211.54 | |
| 2.0000 | 20,000,130.00 |
Estimation Period:
Jan 1, 1990 to May 7, 2014
Jan 1, 1990 to May 7, 2014
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