Mitcon Consultancy & Enginee GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:66.39% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.9214 | 4.94 | |
| 0.2119 | 2.08 | |
| 0.4486 | 4.72 | |
| 3.8067 | 1.38 |
Estimation Period:
Aug 13, 2024 to Jun 6, 2025
Aug 13, 2024 to Jun 6, 2025
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