Rococo Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.99% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.3050 | 2.18 | |
| 0.1211 | 6.50 | |
| 0.8847 | 16.75 | |
| 2.5047 | 7.45 |
Estimation Period:
Dec 20, 2023 to Feb 13, 2026
Dec 20, 2023 to Feb 13, 2026
Other Rococo Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities