Mpact Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.21% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3072 | 3.66 | |
| 0.1295 | 18.01 | |
| 0.9497 | 66.53 | |
| 2.8604 | 16.38 |
Estimation Period:
Jul 11, 2011 to Feb 6, 2026
Jul 11, 2011 to Feb 6, 2026
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