IG Group Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.34% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9386 | 3.60 | |
| 0.0627 | 33.48 | |
| 0.9845 | 231.26 | |
| 3.3585 | 14.01 |
Estimation Period:
Apr 27, 2005 to Feb 6, 2026
Apr 27, 2005 to Feb 6, 2026
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