Lkp Securities Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.39% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.7838 | 7.65 | |
| 0.1231 | 20.57 | |
| 0.9622 | 160.15 | |
| 5.7952 | 7.05 |
Estimation Period:
Dec 1, 2016 to Feb 6, 2026
Dec 1, 2016 to Feb 6, 2026
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