Victoria PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:105.52% (-8.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 38.8085 | 6.69 | |
| 0.0666 | 48.31 | |
| 0.9911 | 754.26 | |
| 2.4191 | 166.64 |
Estimation Period:
Dec 23, 2020 to Feb 13, 2026
Dec 23, 2020 to Feb 13, 2026
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