Revo Insurance SPA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.46% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3030 | 11.32 | |
| 0.0563 | 42.41 | |
| 0.9990 | 986.18 | |
| 3.7296 | 44.39 |
Estimation Period:
May 26, 2021 to Feb 13, 2026
May 26, 2021 to Feb 13, 2026
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