Nu Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.14% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36.6284 | 9.96 | |
| 0.0439 | 28.81 | |
| 0.9990 | 4,060.98 | |
| 4.6099 | 13.78 |
Estimation Period:
Dec 10, 2021 to Feb 20, 2026
Dec 10, 2021 to Feb 20, 2026
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