Banca Sistema S.p.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.67% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7238 | 9.04 | |
| 0.1472 | 12.10 | |
| 0.8916 | 72.15 | |
| 4.8178 | 4.89 |
Estimation Period:
Jul 2, 2015 to Feb 6, 2026
Jul 2, 2015 to Feb 6, 2026
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