David Jones Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3355 | 5.25 | |
| 0.0321 | 27.14 | |
| 0.9950 | 813.60 | |
| 5.2646 | 9.13 |
Estimation Period:
Nov 27, 1995 to Jul 18, 2014
Nov 27, 1995 to Jul 18, 2014
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