Richard Pieris & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.45% (-6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.8068 | 3.87 | |
| 0.0912 | 108.47 | |
| 0.9908 | 419.12 | |
| 2.1703 | 360.81 |
Estimation Period:
Jan 11, 1990 to Feb 6, 2026
Jan 11, 1990 to Feb 6, 2026
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