Cobham PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.9537 | 8.79 | |
| 0.0569 | 116.42 | |
| 0.9970 | 2,967.20 | |
| 2.2311 | 969.64 |
Estimation Period:
Jan 2, 1990 to Jan 10, 2020
Jan 2, 1990 to Jan 10, 2020
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