Quimpac SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, August 19th, 2025:4.85% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.3778 | 7.77 | |
| 0.2909 | 1,806.98 | |
| 0.9990 | 7,928.57 | |
| 2.0000 | 117,647.06 |
Estimation Period:
Nov 16, 1994 to Aug 18, 2025
Nov 16, 1994 to Aug 18, 2025
Other GAS-GARCH Student T Analyses on International Equities