Amica Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.78% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9082 | 4.37 | |
| 0.1067 | 22.85 | |
| 0.9652 | 118.01 | |
| 3.2508 | 14.89 |
Estimation Period:
Oct 13, 1997 to Feb 13, 2026
Oct 13, 1997 to Feb 13, 2026
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