Allpark Empreendimentos GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.70% (+8.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.9589 | 3.60 | |
| 0.1112 | 13.18 | |
| 0.9637 | 101.60 | |
| 4.2451 | 5.16 |
Estimation Period:
May 15, 2020 to Feb 6, 2026
May 15, 2020 to Feb 6, 2026
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