Nortel Inversora SA GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0503 | 4.34 | |
| 0.0902 | 29.67 | |
| 0.9802 | 224.15 | |
| 3.5126 | 16.50 |
Estimation Period:
Jun 17, 1997 to Dec 15, 2017
Jun 17, 1997 to Dec 15, 2017
Other Nortel Inversora SA Analyses
Other GAS-GARCH Student T Analyses on Depositary Receipts