PanAust Ltd GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 80.3024 | 8.61 | |
| 0.0723 | 74.43 | |
| 0.9984 | 5,770.83 | |
| 4.0805 | 51.17 |
Estimation Period:
Jan 2, 1996 to Jun 5, 2015
Jan 2, 1996 to Jun 5, 2015
Other PanAust Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities