Euler Hermes Group GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2457 | 6.62 | |
| 0.0611 | 84.53 | |
| 0.9990 | 5,774.57 | |
| 3.3424 | 224.62 |
Estimation Period:
Apr 27, 2000 to Apr 20, 2018
Apr 27, 2000 to Apr 20, 2018
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