AA Ltd/United Kingdom GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8241 | 6.92 | |
| 0.1036 | 58.74 | |
| 0.9966 | 2,054.75 | |
| 3.7191 | 61.59 |
Estimation Period:
Jun 20, 2014 to Mar 5, 2021
Jun 20, 2014 to Mar 5, 2021
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