M Dias Branco Sa Ind GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.50% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3384 | 5.96 | |
| 0.0702 | 13.16 | |
| 0.9497 | 112.32 | |
| 3.8329 | 5.47 |
Estimation Period:
Oct 23, 2006 to Feb 6, 2026
Oct 23, 2006 to Feb 6, 2026
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