Mellon Financial Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9741 | 4.35 | |
| 0.0638 | 30.22 | |
| 0.9916 | 518.10 | |
| 5.6208 | 7.54 |
Estimation Period:
Jan 1, 1990 to Jun 29, 2007
Jan 1, 1990 to Jun 29, 2007
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