Pacific Denims Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:52,685.50% (-19,978.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.9768 | 15.88 | |
| 0.1893 | 711.72 | |
| 0.9990 | 15,369.23 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Feb 7, 2017 to Feb 5, 2026
Feb 7, 2017 to Feb 5, 2026
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