Falco Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.88% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.7773 | 4.63 | |
| 0.0945 | 77.53 | |
| 0.9923 | 645.17 | |
| 3.2946 | 47.09 |
Estimation Period:
Apr 21, 1997 to Feb 13, 2026
Apr 21, 1997 to Feb 13, 2026
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