Woorison F&G Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.83% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3915 | 3.58 | |
| 0.1028 | 54.45 | |
| 0.9930 | 563.58 | |
| 3.7567 | 22.62 |
Estimation Period:
Jul 27, 2016 to Feb 6, 2026
Jul 27, 2016 to Feb 6, 2026
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