Pzena Investment Management Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.5242 | 10.14 | |
| 0.0919 | 82.32 | |
| 0.9985 | 6,982.81 | |
| 3.7347 | 89.18 |
Estimation Period:
Oct 25, 2007 to Oct 28, 2022
Oct 25, 2007 to Oct 28, 2022
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