Napier Port Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.79% (-6.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0316 | 13.51 | |
| 0.1426 | 8.11 | |
| 0.8064 | 63.91 | |
| 5.3150 | 2.98 |
Estimation Period:
Aug 20, 2019 to Feb 5, 2026
Aug 20, 2019 to Feb 5, 2026
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