Mbg Group Jsc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.82% (+5.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.1547 | 9.14 | |
| 0.1514 | 17.11 | |
| 0.9465 | 124.41 | |
| 6.3499 | 6.31 |
Estimation Period:
Nov 26, 2015 to Feb 6, 2026
Nov 26, 2015 to Feb 6, 2026
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