Faes Farma SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.40% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7545 | 5.56 | |
| 0.0849 | 92.67 | |
| 0.9941 | 955.87 | |
| 3.4961 | 59.00 |
Estimation Period:
Jun 20, 1991 to Feb 6, 2026
Jun 20, 1991 to Feb 6, 2026
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