CP Capital Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.86% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.2773 | 4.80 | |
| 0.1035 | 11.33 | |
| 0.9168 | 55.26 | |
| 3.0736 | 7.96 |
Estimation Period:
Jun 23, 2011 to Feb 6, 2026
Jun 23, 2011 to Feb 6, 2026
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