CIE Automotive SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2,407.42% (-426.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 53.4319 | 12.32 | |
| 0.1130 | 72.09 | |
| 0.9968 | 3,624.60 | |
| 2.0001 | 2,000,099.00 |
Estimation Period:
Dec 21, 2022 to Feb 6, 2026
Dec 21, 2022 to Feb 6, 2026
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