Phoenix Group Holdings GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.70% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3902 | 6.93 | |
| 0.0946 | 19.94 | |
| 0.9461 | 112.42 | |
| 3.7247 | 9.35 |
Estimation Period:
Nov 16, 2009 to Feb 13, 2026
Nov 16, 2009 to Feb 13, 2026
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