Allcore Spa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.19% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0469 | 4.89 | |
| 0.0996 | 4.27 | |
| 0.8397 | 22.67 | |
| 3.6197 | 2.30 |
Estimation Period:
Nov 5, 2021 to Feb 6, 2026
Nov 5, 2021 to Feb 6, 2026
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