Facephi Biometria SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:73.45% (+17.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.0927 | 3.06 | |
| 0.1562 | 9.63 | |
| 0.8925 | 24.46 | |
| 2.5943 | 12.08 |
Estimation Period:
May 8, 2020 to Feb 6, 2026
May 8, 2020 to Feb 6, 2026
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