NagaCorp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.85% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.5554 | 7.56 | |
| 0.0983 | 16.85 | |
| 0.9407 | 119.32 | |
| 4.1198 | 6.90 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
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