Diagnostyka SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.78% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2214 | 7.66 | |
| 0.0883 | 1.16 | |
| 0.4506 | 4.94 | |
| 6.2092 | 0.27 |
Estimation Period:
Feb 7, 2025 to Feb 6, 2026
Feb 7, 2025 to Feb 6, 2026
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