Norman Broadbent PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.54% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.3167 | 0.00 | |
| 0.2965 | 0.00 | |
| 0.9990 | 0.02 | |
| 2.0000 | 0.00 |
Estimation Period:
Jan 1, 2008 to Feb 6, 2026
Jan 1, 2008 to Feb 6, 2026
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