GS P&L Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:67.97% (+10.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.6178 | 5.92 | |
| 0.1174 | 1.58 | |
| 0.4644 | 7.18 | |
| 4.1039 | 0.70 |
Estimation Period:
Dec 23, 2024 to Feb 13, 2026
Dec 23, 2024 to Feb 13, 2026
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