Smartvalue Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.40% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.2397 | 2.71 | |
| 0.1590 | 42.25 | |
| 0.9784 | 126.10 | |
| 2.8264 | 33.42 |
Estimation Period:
Jun 19, 2015 to Feb 13, 2026
Jun 19, 2015 to Feb 13, 2026
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