Quest Capital Markets Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.87% (+5.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.3895 | 5.21 | |
| 0.0894 | 70.18 | |
| 0.9922 | 662.78 | |
| 3.0708 | 60.82 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
Other Quest Capital Markets Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities