Omer S.P.A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.97% (-10.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8206 | 3.73 | |
| 0.1304 | 7.69 | |
| 0.9034 | 36.31 | |
| 3.3361 | 5.30 |
Estimation Period:
Sep 14, 2021 to Feb 6, 2026
Sep 14, 2021 to Feb 6, 2026
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