Nfc Pcl GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:313.96% (+70.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,532.3710 | 4.00 | |
| 0.1213 | 109.15 | |
| 0.9893 | 377.15 | |
| 2.0149 | 4,314.49 |
Estimation Period:
Nov 6, 1996 to Jun 2, 2025
Nov 6, 1996 to Jun 2, 2025
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