Military Commercial Joint Stock Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.59% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6435 | 4.24 | |
| 0.0860 | 64.16 | |
| 0.9944 | 837.71 | |
| 3.7484 | 29.28 |
Estimation Period:
Nov 1, 2011 to Feb 6, 2026
Nov 1, 2011 to Feb 6, 2026
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