Arrow Home Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.56% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.3119 | 9.02 | |
| 0.0480 | 25.52 | |
| 0.9986 | 3,455.32 | |
| 3.7934 | 22.09 |
Estimation Period:
Oct 26, 2022 to Feb 6, 2026
Oct 26, 2022 to Feb 6, 2026
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