Bank Of Saga Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.39% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7845 | 9.06 | |
| 0.0882 | 31.46 | |
| 0.9684 | 269.21 | |
| 4.3042 | 12.26 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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