Salcef Spa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:2.43% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3148 | 7.26 | |
| 0.0806 | 46.51 | |
| 0.9990 | 5,285.71 | |
| 3.3761 | 126.64 |
Estimation Period:
Jan 11, 2021 to Nov 22, 2024
Jan 11, 2021 to Nov 22, 2024
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