Cds Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.93% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.4419 | 7.11 | |
| 0.0787 | 95.04 | |
| 0.9990 | 7,239.13 | |
| 2.9280 | 210.51 |
Estimation Period:
Dec 20, 2007 to Feb 13, 2026
Dec 20, 2007 to Feb 13, 2026
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