RSA Insurance Group LTD GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6691 | 5.10 | |
| 0.0647 | 106.16 | |
| 0.9990 | 4,459.82 | |
| 4.9096 | 59.88 |
Estimation Period:
Jan 1, 1990 to May 28, 2021
Jan 1, 1990 to May 28, 2021
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