Nikkei JASDAQ GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7812 | 5.64 | |
| 0.1828 | 53.10 | |
| 0.9870 | 446.40 | |
| 5.4920 | 17.82 |
Estimation Period:
Jan 1, 1990 to Apr 1, 2022
Jan 1, 1990 to Apr 1, 2022
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