PMA Capital Corp GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.0864 | 4.96 | |
| 0.1202 | 73.16 | |
| 0.9951 | 1,123.19 | |
| 3.9688 | 37.61 |
Estimation Period:
May 30, 1994 to Sep 30, 2010
May 30, 1994 to Sep 30, 2010
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