Autobacs Seven Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.67% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6426 | 6.14 | |
| 0.0633 | 89.95 | |
| 0.9975 | 2,681.38 | |
| 3.9751 | 51.66 |
Estimation Period:
Aug 30, 1993 to Feb 13, 2026
Aug 30, 1993 to Feb 13, 2026
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