Close Brothers Group Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.68% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2638 | 4.64 | |
| 0.0740 | 37.36 | |
| 0.9877 | 384.33 | |
| 4.0851 | 14.88 |
Estimation Period:
Sep 28, 2000 to Feb 6, 2026
Sep 28, 2000 to Feb 6, 2026
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