Holly Futures Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.05% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.3896 | 5.73 | |
| 0.3036 | 10.87 | |
| 0.8510 | 32.38 | |
| 4.4865 | 6.70 |
Estimation Period:
Aug 5, 2022 to Feb 13, 2026
Aug 5, 2022 to Feb 13, 2026
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