Imperial Hotel Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.49% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.6329 | 9.19 | |
| 0.1200 | 142.31 | |
| 0.9985 | 6,612.52 | |
| 2.4668 | 427.07 |
Estimation Period:
Jan 10, 1990 to Feb 13, 2026
Jan 10, 1990 to Feb 13, 2026
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