Ohio Casualty Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8674 | 11.44 | |
| 0.0653 | 76.32 | |
| 0.9985 | 6,526.20 | |
| 4.2591 | 81.35 |
Estimation Period:
Jan 1, 1990 to Aug 24, 2007
Jan 1, 1990 to Aug 24, 2007
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