FTSE ST All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.41% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5620 | 8.34 | |
| 0.0963 | 57.58 | |
| 0.9923 | 1,007.44 | |
| 6.9127 | 12.59 |
Estimation Period:
Aug 30, 1999 to Apr 17, 2025
Aug 30, 1999 to Apr 17, 2025
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