Sipef Nv GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.47% (+5.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0035 | 7.97 | |
| 0.1615 | 4.21 | |
| 0.6621 | 15.54 | |
| 4.2140 | 2.18 |
Estimation Period:
Sep 22, 2022 to Feb 13, 2026
Sep 22, 2022 to Feb 13, 2026
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