CIC Group JSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.19% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.0134 | 5.98 | |
| 0.1553 | 69.12 | |
| 0.9936 | 996.64 | |
| 3.1314 | 64.85 |
Estimation Period:
Mar 25, 2020 to Feb 13, 2026
Mar 25, 2020 to Feb 13, 2026
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