MBK PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.57% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6174 | 4.47 | |
| 0.0608 | 88.18 | |
| 0.9934 | 708.56 | |
| 2.4759 | 117.92 |
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Sep 5, 1996 to Feb 6, 2026
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