Valor Estate Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:84.89% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.7474 | 11.27 | |
| 0.0929 | 25.84 | |
| 0.9546 | 170.67 | |
| 4.8511 | 9.98 |
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Feb 24, 2010 to Feb 6, 2026
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