Nexteer Automotive Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.81% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.0734 | 5.91 | |
| 0.0641 | 10.88 | |
| 0.9656 | 151.51 | |
| 5.6817 | 2.75 |
Estimation Period:
Oct 7, 2013 to Feb 6, 2026
Oct 7, 2013 to Feb 6, 2026
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