Capital Securities Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.51% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 93.2105 | 7.62 | |
| 0.1470 | 43.87 | |
| 0.9974 | 3,302.56 | |
| 3.5147 | 31.11 |
Estimation Period:
Dec 22, 2022 to Feb 6, 2026
Dec 22, 2022 to Feb 6, 2026
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