Embelton Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.17% (-9.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4541 | 0.83 | |
| 0.2285 | 37.72 | |
| 0.9928 | 127.72 | |
| 2.0000 | 194.63 |
Estimation Period:
Jan 15, 1996 to Feb 9, 2026
Jan 15, 1996 to Feb 9, 2026
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