Newag Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.31% (-6.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2473 | 4.50 | |
| 0.1517 | 15.68 | |
| 0.9140 | 47.62 | |
| 2.7972 | 14.86 |
Estimation Period:
Dec 5, 2013 to Feb 6, 2026
Dec 5, 2013 to Feb 6, 2026
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