Figene Capital S.A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:3.86% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.0920 | 16.60 | |
| 0.3054 | 1,851.02 | |
| 0.9990 | 16,650.00 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Oct 19, 2009 to Jun 4, 2025
Oct 19, 2009 to Jun 4, 2025
Other Figene Capital S.A Analyses
Other GAS-GARCH Student T Analyses on International Equities