EKO Export SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:3.62% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.7347 | 0.25 | |
| 0.1053 | 38.66 | |
| 0.9990 | 251.51 | |
| 2.0000 | 2,074.69 |
Estimation Period:
Jul 15, 2009 to Jun 4, 2025
Jul 15, 2009 to Jun 4, 2025
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