Damsan Yarntex Jsc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:91.99% (-20.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 814.3738 | 16.23 | |
| 0.1551 | 101.90 | |
| 0.9989 | 18,498.15 | |
| 2.0874 | 1,479.36 |
Estimation Period:
Jun 29, 2016 to Feb 6, 2026
Jun 29, 2016 to Feb 6, 2026
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