First Capital Treasuries Plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.55% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 232.9673 | 8.36 | |
| 0.1633 | 69.91 | |
| 0.9961 | 2,349.28 | |
| 2.1554 | 625.84 |
Estimation Period:
Dec 23, 2021 to Feb 6, 2026
Dec 23, 2021 to Feb 6, 2026
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