Comp SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:69.60% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.2197 | 3.96 | |
| 0.1311 | 16.57 | |
| 0.9105 | 38.57 | |
| 2.2113 | 47.82 |
Estimation Period:
Jan 20, 2005 to Jan 30, 2026
Jan 20, 2005 to Jan 30, 2026
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