Ph Capital Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:195,790.22% (+5,894.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.4982 | 23.45 | |
| 0.1942 | 1,072.78 | |
| 0.9990 | 23,232.56 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Mar 19, 2012 to Feb 12, 2026
Mar 19, 2012 to Feb 12, 2026
Other Ph Capital Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities