A & J Mucklow Group Plc GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 385.7238 | 15.68 | |
| 0.1236 | 338.66 | |
| 0.9990 | 15,609.38 | |
| 2.0000 | 20,000,360.00 |
Estimation Period:
Jan 1, 1990 to Jun 21, 2019
Jan 1, 1990 to Jun 21, 2019
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