Credit Intelligence Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 25th, 2025:11.85% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 108.6454 | 0.64 | |
| 0.0776 | 35.84 | |
| 0.9990 | 640.38 | |
| 2.0000 | 11,299.44 |
Estimation Period:
Jul 10, 2008 to May 30, 2025
Jul 10, 2008 to May 30, 2025
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