Milano Assicurazioni SPA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7668 | 6.25 | |
| 0.0570 | 43.42 | |
| 0.9936 | 935.59 | |
| 5.2796 | 14.32 |
Estimation Period:
Jan 1, 1990 to Jan 3, 2014
Jan 1, 1990 to Jan 3, 2014
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