Western Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.86% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.8227 | 4.06 | |
| 0.0785 | 65.90 | |
| 0.9941 | 745.74 | |
| 3.2235 | 42.71 |
Estimation Period:
May 3, 2012 to Feb 6, 2026
May 3, 2012 to Feb 6, 2026
Other Western Securities Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities