Cig Pannonia Life Insurance GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.43% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7108 | 7.51 | |
| 0.1348 | 15.96 | |
| 0.8928 | 65.99 | |
| 3.1508 | 11.43 |
Estimation Period:
Nov 9, 2010 to Feb 6, 2026
Nov 9, 2010 to Feb 6, 2026
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