Alfa Financial SOF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.82% (-9.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.2487 | 2.71 | |
| 0.0971 | 9.65 | |
| 0.9247 | 33.48 | |
| 2.4995 | 11.53 |
Estimation Period:
Jun 1, 2017 to Feb 6, 2026
Jun 1, 2017 to Feb 6, 2026
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