B3 SA - Brasil Bolsa Balcao GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.39% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3362 | 10.34 | |
| 0.0586 | 23.84 | |
| 0.9826 | 566.35 | |
| 7.9018 | 3.83 |
Estimation Period:
Nov 30, 2007 to Feb 13, 2026
Nov 30, 2007 to Feb 13, 2026
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