Capital Trust Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.13% (-5.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 90.4442 | 10.47 | |
| 0.1240 | 99.81 | |
| 0.9978 | 4,891.13 | |
| 3.1986 | 169.03 |
Estimation Period:
Oct 28, 2010 to Feb 6, 2026
Oct 28, 2010 to Feb 6, 2026
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