UBM PLC GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3424 | 4.34 | |
| 0.0522 | 36.57 | |
| 0.9916 | 455.70 | |
| 4.4038 | 12.30 |
Estimation Period:
Jan 2, 1990 to Jun 15, 2018
Jan 2, 1990 to Jun 15, 2018
Other GAS-GARCH Student T Analyses on International Equities