Pnb Gilts Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.20% (-5.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.5906 | 3.07 | |
| 0.1195 | 21.17 | |
| 0.9491 | 55.50 | |
| 2.4982 | 24.29 |
Estimation Period:
Apr 11, 2007 to Feb 13, 2026
Apr 11, 2007 to Feb 13, 2026
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