QRF Sicafi CVA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.23% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0148 | 5.58 | |
| 0.0776 | 40.03 | |
| 0.9894 | 518.02 | |
| 4.2539 | 17.74 |
Estimation Period:
Dec 18, 2013 to Feb 13, 2026
Dec 18, 2013 to Feb 13, 2026
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