Table 6: Average estimates of simulated PGARCH, TGARCH and GJR GARCH and average estimates from USD/KES data

From

Modelling Change Point in GARCH Models

Amon kiregu, Anthony Waititu, Antony Ngunyi

American Journal of Applied Mathematics and Statistics. 2019, 7(4), 138-145 doi:10.12691/ajams-7-4-3