James Halstead PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:79.64% (+17.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7005 | 16.25 | |
| 0.1384 | 12.63 | |
| 0.8471 | 79.37 | |
| 6.3898 | 2.68 |
Estimation Period:
Mar 6, 2020 to Feb 6, 2026
Mar 6, 2020 to Feb 6, 2026
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