Angus Energy PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:277.02% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9,135.3220 | 5.18 | |
| 0.1222 | 91.19 | |
| 0.9898 | 509.96 | |
| 2.0049 | 16,433.72 |
Estimation Period:
Nov 14, 2016 to May 30, 2025
Nov 14, 2016 to May 30, 2025
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