Novolipetsk Steel GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 28th, 2025:0.99% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0072 | 2.34 | |
| 0.2073 | 361.12 | |
| 0.9990 | 2,339.58 | |
| 2.0000 | 166,666.67 |
Estimation Period:
Apr 18, 2006 to Jan 27, 2025
Apr 18, 2006 to Jan 27, 2025
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