Siteminder Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:98.86% (+10.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.4636 | 3.75 | |
| 0.2228 | 2.85 | |
| 0.5867 | 5.98 | |
| 3.4129 | 2.27 |
Estimation Period:
Nov 18, 2024 to Feb 6, 2026
Nov 18, 2024 to Feb 6, 2026
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