Mercia Asset Management PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:119.20% (-24.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3,797.5680 | 3.49 | |
| 0.2770 | 160.48 | |
| 0.9916 | 415.23 | |
| 2.0028 | 15,406.29 |
Estimation Period:
Dec 18, 2014 to Feb 6, 2026
Dec 18, 2014 to Feb 6, 2026
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