Webster Ltd GAS-GARCH Student T Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 331.0508 | 3.96 | |
| 0.0985 | 25.68 | |
| 0.9487 | 67.89 | |
| 2.0160 | 841.77 |
Estimation Period:
Jan 4, 1990 to Feb 7, 2020
Jan 4, 1990 to Feb 7, 2020
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