Caffyns PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.72% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3438 | 7.82 | |
| 0.1529 | 731.45 | |
| 0.9990 | 9,165.14 | |
| 2.0000 | 57,142.86 |
Estimation Period:
Jan 12, 2007 to Feb 10, 2026
Jan 12, 2007 to Feb 10, 2026
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