Directa S I M P A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.64% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 57.4677 | 5.99 | |
| 0.1086 | 50.92 | |
| 0.9990 | 5,911.24 | |
| 2.8654 | 44.66 |
Estimation Period:
Dec 22, 2021 to Feb 6, 2026
Dec 22, 2021 to Feb 6, 2026
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