LNR Property LLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7922 | 5.96 | |
| 0.0878 | 64.26 | |
| 0.9990 | 5,519.34 | |
| 3.9433 | 85.61 |
Estimation Period:
Oct 14, 1997 to Feb 3, 2005
Oct 14, 1997 to Feb 3, 2005
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