Pacific Current Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.41% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.6528 | 9.86 | |
| 0.0707 | 98.60 | |
| 0.9990 | 9,794.12 | |
| 3.1424 | 100.87 |
Estimation Period:
Jan 16, 1996 to Feb 6, 2026
Jan 16, 1996 to Feb 6, 2026
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