Trust Co of New Jersey/The GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8849 | 6.73 | |
| 0.0755 | 17.40 | |
| 0.9668 | 191.95 | |
| 4.6788 | 5.83 |
Estimation Period:
Jan 1, 1990 to May 14, 2004
Jan 1, 1990 to May 14, 2004
Other Trust Co of New Jersey/The Analyses
Other GAS-GARCH Student T Analyses on Equities