Pershing Square Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.98% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4924 | 5.57 | |
| 0.0922 | 19.58 | |
| 0.9720 | 180.53 | |
| 4.8343 | 6.65 |
Estimation Period:
Oct 28, 2014 to Feb 6, 2026
Oct 28, 2014 to Feb 6, 2026
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