Cia Saneamento Minasgerais GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.20% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5639 | 4.81 | |
| 0.0736 | 15.90 | |
| 0.9684 | 144.75 | |
| 4.0058 | 6.46 |
Estimation Period:
Feb 8, 2006 to Jan 30, 2026
Feb 8, 2006 to Jan 30, 2026
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