CFG Bank SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.47% (-6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1861 | 4.68 | |
| 0.1558 | 5.62 | |
| 0.7894 | 17.01 | |
| 3.3046 | 3.66 |
Estimation Period:
Dec 18, 2023 to Feb 6, 2026
Dec 18, 2023 to Feb 6, 2026
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