AB Dynamics PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.33% (+6.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2978 | 18.29 | |
| 0.2290 | 6.56 | |
| 0.5111 | 22.80 | |
| 6.4856 | 2.08 |
Estimation Period:
Feb 3, 2021 to Jan 30, 2026
Feb 3, 2021 to Jan 30, 2026
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