Societe Marseillaise du Tunnel Prado-Carenage SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.03% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1858 | 4.22 | |
| 0.1003 | 31.72 | |
| 0.9761 | 175.71 | |
| 3.1735 | 20.60 |
Estimation Period:
Jul 9, 2004 to Feb 13, 2026
Jul 9, 2004 to Feb 13, 2026
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