Ab Ignitis Grupe GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.22% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7713 | 3.26 | |
| 0.1248 | 33.29 | |
| 0.9665 | 97.21 | |
| 2.2855 | 67.44 |
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Oct 7, 2020 to Feb 6, 2026
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