NPD Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:44.10% (+7.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.2279 | 3.50 | |
| 0.0952 | 21.80 | |
| 0.9515 | 69.93 | |
| 2.6352 | 16.05 |
Estimation Period:
Mar 16, 2020 to Feb 13, 2026
Mar 16, 2020 to Feb 13, 2026
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