Legg Mason Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4915 | 7.11 | |
| 0.0650 | 75.68 | |
| 0.9966 | 2,234.56 | |
| 4.8175 | 32.87 |
Estimation Period:
Jan 2, 1990 to Jul 24, 2020
Jan 2, 1990 to Jul 24, 2020
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