D. P. Abhushan Lim GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2,707.23% (-263.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3,116.6070 | 8.38 | |
| 0.1073 | 125.46 | |
| 0.9990 | 8,188.52 | |
| 2.0004 | 1,000,179.00 |
Estimation Period:
Oct 25, 2017 to Feb 6, 2026
Oct 25, 2017 to Feb 6, 2026
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