Table 6. Parameter Estimation of the AR (2)-EGARCH (1, 1) and AR (2)-TGARCH (1,1) Models without trading volume

From

Modelling the Effects of Trading Volume on Stock Return Volatility Using Conditional Heteroskedastic Models

Edwin Moyo, Antony Gichuhi Waititu, Antony Ngunyi

Journal of Finance and Economics. 2018, 6(5), 193-200 doi:10.12691/jfe-6-5-5