MASSBANK Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8616 | 8.97 | |
| 0.0782 | 83.50 | |
| 0.9971 | 3,279.95 | |
| 3.6373 | 79.78 |
Estimation Period:
Jan 1, 1990 to Sep 3, 2008
Jan 1, 1990 to Sep 3, 2008
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