B&P Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.10% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.2217 | 2.04 | |
| 0.1218 | 18.62 | |
| 0.9645 | 56.32 | |
| 2.4891 | 22.52 |
Estimation Period:
Jul 24, 2019 to Feb 13, 2026
Jul 24, 2019 to Feb 13, 2026
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