Effi Capital Nadlan Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:35.13% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0102 | 3.05 | |
| 0.0763 | 0.78 | |
| 0.4673 | 2.66 | |
| 3.0866 | 0.56 |
Estimation Period:
Feb 19, 2024 to Feb 13, 2026
Feb 19, 2024 to Feb 13, 2026
Other Effi Capital Nadlan Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities