Next Capital Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.15% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.9113 | 16.24 | |
| 0.1101 | 18.78 | |
| 0.9595 | 294.15 | |
| 9.4365 | 4.23 |
Estimation Period:
Apr 27, 2012 to Feb 4, 2026
Apr 27, 2012 to Feb 4, 2026
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