Ninety One PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.28% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9453 | 5.23 | |
| 0.0868 | 14.78 | |
| 0.9498 | 99.35 | |
| 4.2429 | 4.38 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
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