DCC PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.45% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0073 | 4.97 | |
| 0.0504 | 90.09 | |
| 0.9938 | 747.23 | |
| 2.2886 | 247.82 |
Estimation Period:
May 18, 1994 to Feb 6, 2026
May 18, 1994 to Feb 6, 2026
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