Morozoff Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.18% (+3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8798 | 4.27 | |
| 0.0894 | 102.16 | |
| 0.9959 | 1,136.91 | |
| 3.5157 | 52.01 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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