Ctp B.V. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:26.62% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9929 | 4.87 | |
| 0.0618 | 9.28 | |
| 0.9802 | 276.18 | |
| 7.5230 | 1.86 |
Estimation Period:
Mar 25, 2021 to Feb 27, 2026
Mar 25, 2021 to Feb 27, 2026
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