Digital Value S.P.A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.38% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8486 | 9.27 | |
| 0.0718 | 60.63 | |
| 0.9965 | 2,367.02 | |
| 2.8605 | 200.28 |
Estimation Period:
Nov 8, 2018 to Feb 6, 2026
Nov 8, 2018 to Feb 6, 2026
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