Tatts Group Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1563 | 4.15 | |
| 0.0460 | 14.31 | |
| 0.9858 | 244.08 | |
| 5.8076 | 3.23 |
Estimation Period:
Jul 7, 2005 to Dec 8, 2017
Jul 7, 2005 to Dec 8, 2017
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