Affine SA GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 79.6333 | 10.18 | |
| 0.1002 | 150.18 | |
| 0.9987 | 8,392.31 | |
| 2.2306 | 1,193.47 |
Estimation Period:
Jan 1, 1990 to Dec 14, 2018
Jan 1, 1990 to Dec 14, 2018
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