Market Connections Asia PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.26% (+2.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 57.9402 | 8.46 | |
| 0.0370 | 15.50 | |
| 0.9990 | 1,796.76 | |
| 3.2853 | 20.22 |
Estimation Period:
Oct 26, 2023 to Feb 6, 2026
Oct 26, 2023 to Feb 6, 2026
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