Old Mutual Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.19% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7459 | 6.40 | |
| 0.0540 | 28.11 | |
| 0.9899 | 631.31 | |
| 6.7035 | 5.47 |
Estimation Period:
Jul 12, 1999 to Feb 6, 2026
Jul 12, 1999 to Feb 6, 2026
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