Advanced Info Service PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.81% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.4934 | 5.33 | |
| 0.0634 | 85.24 | |
| 0.9990 | 5,581.01 | |
| 4.9101 | 33.33 |
Estimation Period:
Dec 30, 1991 to Feb 6, 2026
Dec 30, 1991 to Feb 6, 2026
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