KC Cottrell Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.30% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 5.13 | |
| 0.1182 | 168.83 | |
| 0.9990 | 4,668.22 | |
| 2.7158 | 698.51 |
Estimation Period:
Jan 29, 2010 to Jun 2, 2025
Jan 29, 2010 to Jun 2, 2025
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