Data Horizon Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.27% (+13.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.5279 | 4.14 | |
| 0.1710 | 25.78 | |
| 0.9344 | 58.16 | |
| 2.5962 | 29.32 |
Estimation Period:
Sep 23, 2008 to Feb 6, 2026
Sep 23, 2008 to Feb 6, 2026
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