Nymagic Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.9869 | 7.74 | |
| 0.0759 | 98.97 | |
| 0.9976 | 3,708.43 | |
| 3.0003 | 143.57 |
Estimation Period:
Jan 1, 1990 to Nov 23, 2010
Jan 1, 1990 to Nov 23, 2010
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