Joao Fortes Engenharia Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3,999,125.98% (-343,008.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.2328 | 6.61 | |
| 0.0770 | 197.89 | |
| 0.9943 | 1,379.07 | |
| 2.0000 | 100,000.00 |
Estimation Period:
May 22, 2001 to Feb 10, 2026
May 22, 2001 to Feb 10, 2026
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