MFF Capital Investments Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.43% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9749 | 11.75 | |
| 0.1101 | 24.11 | |
| 0.9607 | 267.07 | |
| 6.6349 | 5.91 |
Estimation Period:
Dec 19, 2006 to Feb 6, 2026
Dec 19, 2006 to Feb 6, 2026
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