HBOS PLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7643 | 6.13 | |
| 0.0815 | 37.77 | |
| 0.9956 | 1,529.36 | |
| 7.3714 | 7.50 |
Estimation Period:
May 30, 1997 to Jan 14, 2009
May 30, 1997 to Jan 14, 2009
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