Index Living Mall PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.91% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5252 | 4.73 | |
| 0.0225 | 23.02 | |
| 0.9927 | 673.92 | |
| 3.5209 | 10.22 |
Estimation Period:
Jul 26, 2019 to Feb 6, 2026
Jul 26, 2019 to Feb 6, 2026
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