National Commerce Financial GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5028 | 4.34 | |
| 0.0522 | 20.95 | |
| 0.9918 | 540.19 | |
| 6.0083 | 5.14 |
Estimation Period:
Jan 1, 1990 to Sep 30, 2004
Jan 1, 1990 to Sep 30, 2004
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