Caida Securities Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.02% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 95.3986 | 9.86 | |
| 0.1083 | 42.59 | |
| 0.9990 | 10,515.79 | |
| 3.7846 | 25.97 |
Estimation Period:
May 7, 2021 to Feb 13, 2026
May 7, 2021 to Feb 13, 2026
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