Banco Pastor SA GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7171 | 4.31 | |
| 0.1229 | 48.06 | |
| 0.9801 | 211.69 | |
| 2.7814 | 49.76 |
Estimation Period:
Jan 1, 1990 to Mar 9, 2012
Jan 1, 1990 to Mar 9, 2012
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