CIMIC Group Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7397 | 9.59 | |
| 0.0911 | 20.89 | |
| 0.9560 | 194.03 | |
| 4.9337 | 7.30 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
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