SOCAM Development Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.38% (-4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.4934 | 4.73 | |
| 0.0765 | 61.22 | |
| 0.9885 | 406.29 | |
| 2.6230 | 77.03 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
Other SOCAM Development Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities