Marie Brizard Wine & Spirits SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.25% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 94.9560 | 5.65 | |
| 0.1493 | 169.64 | |
| 0.9958 | 1,430.79 | |
| 2.4585 | 332.96 |
Estimation Period:
Jan 28, 1997 to Feb 6, 2026
Jan 28, 1997 to Feb 6, 2026
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