Metro Bank Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.12% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.0883 | 4.44 | |
| 0.0978 | 54.50 | |
| 0.9889 | 429.59 | |
| 3.3621 | 30.73 |
Estimation Period:
Mar 4, 2016 to Feb 6, 2026
Mar 4, 2016 to Feb 6, 2026
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