Groupe LDLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:96.77% (-4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.2504 | 3.15 | |
| 0.1133 | 41.63 | |
| 0.9790 | 150.04 | |
| 2.4806 | 55.30 |
Estimation Period:
Apr 13, 2000 to Feb 6, 2026
Apr 13, 2000 to Feb 6, 2026
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