S&P Cote D'Iviore Broad Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.15% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0327 | 3.16 | |
| 0.0827 | 31.35 | |
| 0.9679 | 89.93 | |
| 2.2339 | 62.84 |
Estimation Period:
Jul 30, 2008 to Apr 4, 2025
Jul 30, 2008 to Apr 4, 2025
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