Parque DOM Pedro Shopping GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.82% (-7.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3394 | 4.09 | |
| 0.1373 | 13.65 | |
| 0.8783 | 29.24 | |
| 2.2170 | 36.12 |
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Oct 12, 2011 to Feb 6, 2026
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