Solutia Inc GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.1714 | 11.99 | |
| 0.0783 | 80.20 | |
| 0.9990 | 9,514.29 | |
| 3.6676 | 147.32 |
Estimation Period:
Aug 21, 1997 to Jul 2, 2012
Aug 21, 1997 to Jul 2, 2012
Other GAS-GARCH Student T Analyses on Equities