Nu Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.81% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.5853 | 9.60 | |
| 0.0470 | 29.23 | |
| 0.9988 | 3,886.44 | |
| 4.6308 | 13.49 |
Estimation Period:
Dec 10, 2021 to Feb 6, 2026
Dec 10, 2021 to Feb 6, 2026
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