Sparx Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.37% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.1183 | 6.29 | |
| 0.0736 | 86.62 | |
| 0.9967 | 2,116.04 | |
| 3.7723 | 50.98 |
Estimation Period:
Mar 4, 2002 to Feb 13, 2026
Mar 4, 2002 to Feb 13, 2026
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