IT City PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.45% (+8.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.7350 | 2.63 | |
| 0.0880 | 55.37 | |
| 0.9863 | 192.56 | |
| 2.3660 | 73.86 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
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