Mccarthy & Stone Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3581 | 7.78 | |
| 0.1002 | 64.97 | |
| 0.9990 | 5,708.57 | |
| 2.6755 | 479.56 |
Estimation Period:
Nov 5, 2015 to Jan 29, 2021
Nov 5, 2015 to Jan 29, 2021
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