Kruk Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.04% (-6.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.9630 | 9.01 | |
| 0.1187 | 2.75 | |
| 0.3765 | 7.13 | |
| 3.3638 | 1.70 |
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Mar 3, 2021 to Feb 6, 2026
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