eXtract Group Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 384.9226 | 4.89 | |
| 0.1003 | 69.81 | |
| 0.9816 | 280.61 | |
| 2.0258 | 1,518.60 |
Estimation Period:
May 12, 2008 to Feb 22, 2019
May 12, 2008 to Feb 22, 2019
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