Mechel PJSC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.6096 | 5.39 | |
| 0.1068 | 31.20 | |
| 0.9788 | 252.97 | |
| 4.8296 | 9.52 |
Estimation Period:
Oct 29, 2004 to Feb 25, 2022
Oct 29, 2004 to Feb 25, 2022
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