Acorn Capital Investment Fund Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.48% (+3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8194 | 9.28 | |
| 0.0972 | 13.83 | |
| 0.9324 | 116.93 | |
| 4.8871 | 4.60 |
Estimation Period:
May 1, 2014 to Feb 6, 2026
May 1, 2014 to Feb 6, 2026
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