CP System Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:135,155.90% (-60,061.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.6346 | 0.61 | |
| 0.2096 | 14.42 | |
| 0.9875 | 54.56 | |
| 2.0000 | 7,380.07 |
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Mar 31, 2022 to Feb 13, 2026
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