Nu Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.88% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1873 | 3.44 | |
| 0.0712 | 11.14 | |
| 0.9713 | 128.72 | |
| 3.7988 | 5.46 |
Estimation Period:
May 31, 2022 to Feb 6, 2026
May 31, 2022 to Feb 6, 2026
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