Valor Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.50% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2825 | 7.56 | |
| 0.0890 | 26.58 | |
| 0.9635 | 196.60 | |
| 3.6985 | 13.58 |
Estimation Period:
Nov 29, 1993 to Feb 13, 2026
Nov 29, 1993 to Feb 13, 2026
Other Valor Holdings Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities