Shell PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6655 | 6.46 | |
| 0.0632 | 43.58 | |
| 0.9936 | 966.55 | |
| 8.0089 | 6.19 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
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