Coface SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.84% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3475 | 3.90 | |
| 0.1160 | 12.91 | |
| 0.9306 | 51.70 | |
| 3.1586 | 8.17 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
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