Erex Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.76% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.7105 | 6.37 | |
| 0.0426 | 47.66 | |
| 0.9962 | 2,084.02 | |
| 3.2699 | 43.32 |
Estimation Period:
Dec 22, 2014 to Feb 13, 2026
Dec 22, 2014 to Feb 13, 2026
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