Shell PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8587 | 4.63 | |
| 0.0589 | 37.05 | |
| 0.9938 | 741.06 | |
| 7.0700 | 5.56 |
Estimation Period:
Jan 1, 1990 to Jan 28, 2022
Jan 1, 1990 to Jan 28, 2022
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