Nu Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.83% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 43.2110 | 10.19 | |
| 0.0358 | 26.04 | |
| 0.9990 | 4,094.26 | |
| 3.8850 | 19.12 |
Estimation Period:
Dec 13, 2021 to Feb 6, 2026
Dec 13, 2021 to Feb 6, 2026
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