EFC 1 Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1,188,832.77% (+115,532.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0097 | 4.02 | |
| 0.1174 | 590.06 | |
| 0.9990 | 4,012.05 | |
| 2.0000 | 105,263.16 |
Estimation Period:
Jan 18, 2008 to Feb 6, 2026
Jan 18, 2008 to Feb 6, 2026
Other EFC 1 Limited Analyses
Other GAS-GARCH Student T Analyses on International Equities