Investec PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.74% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8512 | 5.44 | |
| 0.0626 | 28.65 | |
| 0.9863 | 368.30 | |
| 5.4931 | 6.54 |
Estimation Period:
Jul 19, 2002 to Feb 6, 2026
Jul 19, 2002 to Feb 6, 2026
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