Pacific Union Bank GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.6023 | 5.37 | |
| 0.1020 | 38.79 | |
| 0.9917 | 728.12 | |
| 3.1723 | 38.83 |
Estimation Period:
Jul 28, 2000 to Apr 30, 2004
Jul 28, 2000 to Apr 30, 2004
Other Pacific Union Bank Analyses
Other GAS-GARCH Student T Analyses on Equities