BG Group PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5058 | 8.45 | |
| 0.0693 | 23.73 | |
| 0.9822 | 408.05 | |
| 7.5728 | 4.41 |
Estimation Period:
Jan 1, 1990 to Feb 12, 2016
Jan 1, 1990 to Feb 12, 2016
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