Halyk Savings Bank of Kazakhst GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.77% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 58.6998 | 8.18 | |
| 0.0819 | 84.49 | |
| 0.9990 | 8,466.10 | |
| 2.6595 | 256.94 |
Estimation Period:
Apr 9, 2009 to Feb 6, 2026
Apr 9, 2009 to Feb 6, 2026
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