Caspian Sunrise PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:463.43% (+47.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2,059.3160 | 2.98 | |
| 0.1217 | 36.66 | |
| 0.9618 | 68.77 | |
| 2.0064 | 2,565.68 |
Estimation Period:
May 22, 2007 to Feb 13, 2026
May 22, 2007 to Feb 13, 2026
Other Caspian Sunrise PLC Analyses
Other GAS-GARCH Student T Analyses on International Equities