Phatra Capital PCL GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7539 | 4.41 | |
| 0.1586 | 2.87 | |
| 0.5687 | 6.51 | |
| 3.0053 | 2.49 |
Estimation Period:
Jan 5, 2011 to Sep 24, 2012
Jan 5, 2011 to Sep 24, 2012
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