Litigation Capital Management Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:82.32% (+13.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.6000 | 3.02 | |
| 0.1264 | 25.80 | |
| 0.9631 | 81.16 | |
| 2.6268 | 25.57 |
Estimation Period:
Dec 19, 2018 to Feb 6, 2026
Dec 19, 2018 to Feb 6, 2026
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