Groupe Crit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:53.38% (-4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26.9469 | 3.11 | |
| 0.1230 | 63.25 | |
| 0.9803 | 157.27 | |
| 2.2012 | 158.13 |
Estimation Period:
Mar 18, 1999 to Feb 6, 2026
Mar 18, 1999 to Feb 6, 2026
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