WR Grace & Co GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2128 | 7.39 | |
| 0.0704 | 117.69 | |
| 0.9990 | 5,808.14 | |
| 3.8363 | 164.85 |
Estimation Period:
Jan 2, 1990 to Sep 17, 2021
Jan 2, 1990 to Sep 17, 2021
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