Humboldt Bancorp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.4532 | 8.06 | |
| 0.0956 | 44.15 | |
| 0.9956 | 2,078.56 | |
| 4.3801 | 19.13 |
Estimation Period:
Jan 9, 1998 to Jul 9, 2004
Jan 9, 1998 to Jul 9, 2004
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