Allfunds Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.65% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4857 | 2.58 | |
| 0.0787 | 9.29 | |
| 0.9669 | 79.02 | |
| 3.6515 | 4.73 |
Estimation Period:
Apr 28, 2021 to Feb 6, 2026
Apr 28, 2021 to Feb 6, 2026
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