CTP B.V. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.13% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7066 | 6.81 | |
| 0.0941 | 4.78 | |
| 0.8806 | 46.68 | |
| 4.9201 | 1.83 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
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