Ts Nexgen Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:3.42% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.8413 | 0.11 | |
| 0.2055 | 17.24 | |
| 0.9990 | 123.44 | |
| 2.0000 | 1,601.28 |
Estimation Period:
Oct 16, 2007 to Jun 2, 2025
Oct 16, 2007 to Jun 2, 2025
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