Credito Bergamasco SpA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3779 | 5.10 | |
| 0.1012 | 80.28 | |
| 0.9909 | 571.76 | |
| 3.0762 | 66.32 |
Estimation Period:
Jan 4, 1990 to May 30, 2014
Jan 4, 1990 to May 30, 2014
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