Bank Vozrozhdenie PJSC GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 49.7618 | 7.50 | |
| 0.1005 | 94.16 | |
| 0.9990 | 7,511.28 | |
| 2.6368 | 377.99 |
Estimation Period:
Aug 1, 2005 to Apr 19, 2019
Aug 1, 2005 to Apr 19, 2019
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