Micro-X Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:61.65% (-4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.9171 | 6.28 | |
| 0.1067 | 8.67 | |
| 0.8896 | 46.98 | |
| 3.5150 | 5.42 |
Estimation Period:
Dec 22, 2015 to Feb 6, 2026
Dec 22, 2015 to Feb 6, 2026
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