Asia Commercial Bank JSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.37% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.7282 | 6.65 | |
| 0.1424 | 113.20 | |
| 0.9970 | 2,402.48 | |
| 3.2272 | 108.48 |
Estimation Period:
Apr 2, 2007 to Feb 6, 2026
Apr 2, 2007 to Feb 6, 2026
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