City of London Investment Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.58% (+4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.2016 | 11.74 | |
| 0.0706 | 112.49 | |
| 0.9990 | 11,352.27 | |
| 2.1937 | 2,928.88 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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