Nam Song Hau Trading GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:21.15% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 657.7480 | 7.81 | |
| 0.1478 | 133.89 | |
| 0.9990 | 7,345.59 | |
| 2.0002 | 2,000,152.00 |
Estimation Period:
Jun 24, 2020 to May 30, 2025
Jun 24, 2020 to May 30, 2025
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