iShares FTSE China ETF GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9477 | 4.45 | |
| 0.0578 | 27.22 | |
| 0.9920 | 597.58 | |
| 6.6304 | 3.52 |
Estimation Period:
Jun 26, 2008 to Aug 21, 2015
Jun 26, 2008 to Aug 21, 2015
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