Ninety One Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.32% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8119 | 6.08 | |
| 0.0982 | 8.54 | |
| 0.9041 | 45.39 | |
| 4.4624 | 2.83 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
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