Novabase Sgps Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.35% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3317 | 3.02 | |
| 0.1427 | 33.11 | |
| 0.9675 | 89.58 | |
| 2.4642 | 48.04 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
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