Cheviot Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.16% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2362 | 2.84 | |
| 0.0818 | 52.08 | |
| 0.9868 | 221.85 | |
| 2.6994 | 35.57 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
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