Plc Spa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:79.76% (-17.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.7945 | 5.93 | |
| 0.1331 | 21.93 | |
| 0.8961 | 49.67 | |
| 2.2345 | 57.65 |
Estimation Period:
Jul 20, 2006 to Feb 13, 2026
Jul 20, 2006 to Feb 13, 2026
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