CS Group SA GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.5307 | 6.22 | |
| 0.0741 | 123.30 | |
| 0.9965 | 1,993.03 | |
| 2.8967 | 137.55 |
Estimation Period:
Jan 1, 1990 to May 26, 2023
Jan 1, 1990 to May 26, 2023
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