Aberdeen Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.05% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2483 | 5.49 | |
| 0.0836 | 20.28 | |
| 0.9766 | 216.00 | |
| 5.5416 | 5.31 |
Estimation Period:
Jul 7, 2006 to Feb 6, 2026
Jul 7, 2006 to Feb 6, 2026
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