Paul Merchants Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.81% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.9734 | 7.32 | |
| 0.1331 | 26.46 | |
| 0.9624 | 177.56 | |
| 4.5172 | 11.64 |
Estimation Period:
Apr 22, 2015 to Feb 6, 2026
Apr 22, 2015 to Feb 6, 2026
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