PNC Process Systems Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.66% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96.4852 | 10.06 | |
| 0.0924 | 46.34 | |
| 0.9984 | 8,757.53 | |
| 5.4130 | 14.71 |
Estimation Period:
Jan 13, 2017 to Feb 6, 2026
Jan 13, 2017 to Feb 6, 2026
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