DAM Capital Advisors Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.60% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.1135 | 10.07 | |
| 0.0961 | 5.87 | |
| 0.9034 | 50.93 | |
| 8.0892 | 1.07 |
Estimation Period:
Dec 27, 2024 to Feb 6, 2026
Dec 27, 2024 to Feb 6, 2026
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