Ctp B.V. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.42% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9370 | 5.74 | |
| 0.0628 | 10.37 | |
| 0.9820 | 355.52 | |
| 8.4635 | 1.81 |
Estimation Period:
Mar 25, 2021 to Feb 6, 2026
Mar 25, 2021 to Feb 6, 2026
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