Bank Victoria Intl Tbk (Pt) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:97.45% (-9.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 297.0138 | 9.13 | |
| 0.0897 | 121.54 | |
| 0.9990 | 9,424.53 | |
| 2.3828 | 404.01 |
Estimation Period:
Jun 21, 2001 to Feb 6, 2026
Jun 21, 2001 to Feb 6, 2026
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