Derwent London PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4,499.85% (-177.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9593 | 46.03 | |
| 0.0550 | 246.85 | |
| 0.9990 | 41,625.00 | |
| 2.0000 | 20,000,170.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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