XPS Pensions Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.06% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1058 | 2.03 | |
| 0.0842 | 4.26 | |
| 0.8675 | 12.82 | |
| 2.5074 | 4.06 |
Estimation Period:
Sep 6, 2024 to Feb 13, 2026
Sep 6, 2024 to Feb 13, 2026
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