Old Mutual Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.74% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0451 | 3.51 | |
| 0.0489 | 11.40 | |
| 0.9833 | 214.13 | |
| 5.0252 | 3.18 |
Estimation Period:
Jun 25, 2018 to Feb 6, 2026
Jun 25, 2018 to Feb 6, 2026
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