Grab Holdings Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.76% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.9909 | 6.16 | |
| 0.0341 | 23.11 | |
| 0.9941 | 1,091.18 | |
| 4.2690 | 10.85 |
Estimation Period:
Dec 6, 2021 to Feb 13, 2026
Dec 6, 2021 to Feb 13, 2026
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