Ncb Financial Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:125.30% (-5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 393.1720 | 7.85 | |
| 0.1128 | 95.21 | |
| 0.9958 | 2,003.54 | |
| 2.0188 | 7,561.06 |
Estimation Period:
Mar 17, 2017 to Jan 30, 2026
Mar 17, 2017 to Jan 30, 2026
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