Nepes Corporation Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.07% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 34.1191 | 8.12 | |
| 0.0319 | 58.81 | |
| 0.9987 | 6,614.08 | |
| 4.4765 | 26.58 |
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Jan 25, 2001 to Feb 6, 2026
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