Portobello S.P.A. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:94.10% (+19.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.4213 | 4.73 | |
| 0.1978 | 13.10 | |
| 0.8502 | 26.84 | |
| 2.6804 | 14.65 |
Estimation Period:
Jul 13, 2018 to Feb 6, 2026
Jul 13, 2018 to Feb 6, 2026
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