Methven Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9639 | 6.10 | |
| 0.1156 | 12.25 | |
| 0.9125 | 62.67 | |
| 3.3953 | 7.67 |
Estimation Period:
Nov 30, 2004 to Mar 22, 2019
Nov 30, 2004 to Mar 22, 2019
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