Mobile TeleSystems PJSC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3436 | 6.46 | |
| 0.0727 | 28.01 | |
| 0.9856 | 423.38 | |
| 5.8628 | 7.52 |
Estimation Period:
Jun 30, 2000 to Feb 25, 2022
Jun 30, 2000 to Feb 25, 2022
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