P E Analytics Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.41% (+3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3007 | 3.99 | |
| 0.0862 | 3.11 | |
| 0.8207 | 17.72 | |
| 3.3383 | 1.85 |
Estimation Period:
Apr 4, 2022 to Jan 30, 2026
Apr 4, 2022 to Jan 30, 2026
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