Prime Securities Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.42% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.6795 | 6.37 | |
| 0.0764 | 58.87 | |
| 0.9933 | 936.17 | |
| 4.8660 | 24.56 |
Estimation Period:
Apr 3, 1995 to Feb 13, 2026
Apr 3, 1995 to Feb 13, 2026
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