PIK Group PJSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:1.66% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8356 | 4.90 | |
| 0.1392 | 545.74 | |
| 0.9990 | 4,897.06 | |
| 2.0000 | 1,000,000.00 |
Estimation Period:
Jun 29, 2007 to Jun 4, 2025
Jun 29, 2007 to Jun 4, 2025
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