Retail Partners Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:155.04% (-25.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 349.9439 | 5.27 | |
| 0.1249 | 136.02 | |
| 0.9861 | 382.07 | |
| 2.0116 | 6,114.30 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
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