Oriental Bank of Commerce GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.7118 | 6.08 | |
| 0.0895 | 25.76 | |
| 0.9770 | 232.34 | |
| 4.9837 | 8.34 |
Estimation Period:
Sep 8, 1995 to Mar 20, 2020
Sep 8, 1995 to Mar 20, 2020
Other Oriental Bank of Commerce Analyses
Other GAS-GARCH Student T Analyses on International Equities