MCG Capital Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.6616 | 5.84 | |
| 0.0729 | 61.60 | |
| 0.9951 | 1,287.33 | |
| 3.6773 | 43.61 |
Estimation Period:
Nov 27, 2001 to Aug 17, 2015
Nov 27, 2001 to Aug 17, 2015
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