Estimated Return Rate Volatility Results Using Garch (1,1) Model
Table 4.4: Results of estimated volatility of return using GARCH (1,1) model 𝛾 0 𝛼 0 𝛼 1 𝛽 𝜃 1 𝜃 2 ACB -0.0227 0.0406 0.1355 0.8540 0.0002 -0.1544 (0.3579) (0.0001) (0.0000) (0.0000) (0.0000) (0.6559) CTG 0.0266 2.6799 0.0578 0.5084 -0.0009 -0.1928 (0.7174) (0.0046) (0.1006) ...