KBC Ancora GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.88% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8387 | 5.53 | |
| 0.0956 | 54.07 | |
| 0.9911 | 628.07 | |
| 5.0085 | 16.52 |
Estimation Period:
Apr 4, 2001 to Feb 20, 2026
Apr 4, 2001 to Feb 20, 2026
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