Korea KOSDAQ Star Index GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5697 | 4.34 | |
| 0.0979 | 85.92 | |
| 0.9990 | 3,432.99 | |
| 4.7987 | 55.38 |
Estimation Period:
Jan 3, 2003 to Aug 23, 2019
Jan 3, 2003 to Aug 23, 2019
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