Fairfax Financial Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.83% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5576 | 6.25 | |
| 0.0970 | 31.32 | |
| 0.9682 | 193.15 | |
| 3.5762 | 15.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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