Merrill Lynch GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7578 | 7.09 | |
| 0.0492 | 38.86 | |
| 0.9972 | 3,096.80 | |
| 8.7669 | 5.51 |
Estimation Period:
Jan 2, 1990 to Dec 31, 2008
Jan 2, 1990 to Dec 31, 2008
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