Lehman Brothers GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 62.2569 | 0.48 | |
| 0.1426 | 85.91 | |
| 0.9990 | 484.25 | |
| 2.0000 | 19,230.78 |
Estimation Period:
May 2, 1994 to Mar 5, 2012
May 2, 1994 to Mar 5, 2012
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