Insignia Financial Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.22% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3461 | 11.08 | |
| 0.0549 | 79.59 | |
| 0.9988 | 8,254.55 | |
| 4.0863 | 110.14 |
Estimation Period:
Dec 5, 2003 to Feb 6, 2026
Dec 5, 2003 to Feb 6, 2026
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