Neogrid Participacoes S.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.99% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 64.0293 | 7.47 | |
| 0.0933 | 43.25 | |
| 0.9976 | 2,986.93 | |
| 4.1974 | 22.98 |
Estimation Period:
Dec 17, 2020 to Feb 6, 2026
Dec 17, 2020 to Feb 6, 2026
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