Nec Capital Solutions Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.70% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9920 | 4.13 | |
| 0.0856 | 32.07 | |
| 0.9849 | 262.29 | |
| 4.3130 | 10.94 |
Estimation Period:
Feb 11, 2005 to Feb 13, 2026
Feb 11, 2005 to Feb 13, 2026
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