Nepes Ark Corporation GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:81.75% (+8.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.7953 | 3.23 | |
| 0.0450 | 22.14 | |
| 0.9897 | 361.20 | |
| 3.8058 | 7.58 |
Estimation Period:
Nov 17, 2020 to Jan 30, 2026
Nov 17, 2020 to Jan 30, 2026
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