Grand City Properties S.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.28% (+4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.0969 | 6.76 | |
| 0.0752 | 50.79 | |
| 0.9989 | 6,204.29 | |
| 5.1931 | 14.53 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
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