COX ABG Group S A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.63% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8982 | 6.03 | |
| 0.1417 | 2.09 | |
| 0.0611 | 0.25 | |
| 2.7343 | 2.16 |
Estimation Period:
Nov 15, 2024 to Feb 6, 2026
Nov 15, 2024 to Feb 6, 2026
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