Shell PLC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4042 | 4.70 | |
| 0.0653 | 37.93 | |
| 0.9933 | 649.25 | |
| 7.3087 | 6.22 |
Estimation Period:
Jan 1, 1990 to Nov 19, 2021
Jan 1, 1990 to Nov 19, 2021
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