CAQ Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, August 20th, 2025:8.87% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 55.3053 | 16.49 | |
| 0.1506 | 1,149.85 | |
| 0.9990 | 16,377.05 | |
| 2.0000 | 1,000,000.00 |
Estimation Period:
Jul 25, 2005 to Aug 19, 2025
Jul 25, 2005 to Aug 19, 2025
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