Capitania Shoppings Fundo DE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.12% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6827 | 8.22 | |
| 0.1313 | 43.59 | |
| 0.9978 | 3,428.79 | |
| 2.7263 | 98.16 |
Estimation Period:
Jul 18, 2023 to Feb 6, 2026
Jul 18, 2023 to Feb 6, 2026
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