Freddie Mac GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1102 | 4.85 | |
| 0.0647 | 31.50 | |
| 0.9955 | 1,219.95 | |
| 7.5689 | 5.54 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008
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