Mortgage Choice Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5585 | 3.06 | |
| 0.0980 | 41.93 | |
| 0.9887 | 273.89 | |
| 3.5443 | 20.75 |
Estimation Period:
Aug 10, 2004 to Jun 18, 2021
Aug 10, 2004 to Jun 18, 2021
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