Pcc Rokita Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.87% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8710 | 3.04 | |
| 0.0990 | 31.69 | |
| 0.9682 | 100.68 | |
| 2.3405 | 42.64 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
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