Geotrans SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:103.96% (-19.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.2396 | 2.60 | |
| 0.1306 | 6.92 | |
| 0.8510 | 13.90 | |
| 2.3607 | 11.25 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
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