BM Bank JSC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,735.5410 | 7.99 | |
| 0.1686 | 108.44 | |
| 0.9990 | 8,188.52 | |
| 2.0516 | 2,849.51 |
Estimation Period:
Dec 16, 2004 to Dec 11, 2015
Dec 16, 2004 to Dec 11, 2015
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