Shell PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6629 | 5.71 | |
| 0.0635 | 35.67 | |
| 0.9928 | 750.42 | |
| 7.9380 | 5.55 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
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