MCR SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.55% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.5673 | 4.13 | |
| 0.1328 | 18.18 | |
| 0.9219 | 48.34 | |
| 2.4058 | 28.40 |
Estimation Period:
Jul 30, 2007 to Feb 6, 2026
Jul 30, 2007 to Feb 6, 2026
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