CEPS PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:4.79% (-4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.8474 | 7.20 | |
| 0.3141 | 107.84 | |
| 0.9990 | 7,400.00 | |
| 2.0000 | 333,333.50 |
Estimation Period:
Jan 8, 2007 to Feb 13, 2026
Jan 8, 2007 to Feb 13, 2026
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