Brand 24 SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.45% (-7.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.4352 | 6.40 | |
| 0.1418 | 62.59 | |
| 0.9906 | 732.14 | |
| 2.5775 | 134.56 |
Estimation Period:
Jun 30, 2021 to Feb 6, 2026
Jun 30, 2021 to Feb 6, 2026
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