AUCMA Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.45% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3510 | 4.39 | |
| 0.0919 | 39.63 | |
| 0.9887 | 390.94 | |
| 4.6105 | 13.38 |
Estimation Period:
Jan 1, 2001 to Feb 6, 2026
Jan 1, 2001 to Feb 6, 2026
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