Mapfre GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.64% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6921 | 4.79 | |
| 0.0925 | 16.26 | |
| 0.9658 | 143.15 | |
| 3.9754 | 7.88 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
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