Ukrsotsbank JSCB GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.6598 | 0.35 | |
| 0.2041 | 105.56 | |
| 0.9990 | 353.50 | |
| 2.0000 | 3,424.66 |
Estimation Period:
Apr 13, 2006 to Dec 23, 2016
Apr 13, 2006 to Dec 23, 2016
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