SBI Global Asset Management Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.75% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 122.0339 | 8.03 | |
| 0.1066 | 121.42 | |
| 0.9990 | 8,188.52 | |
| 2.9698 | 173.63 |
Estimation Period:
Jan 5, 2001 to Feb 13, 2026
Jan 5, 2001 to Feb 13, 2026
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