Redivium Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:11.49% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 89.3155 | 0.56 | |
| 0.0677 | 20.04 | |
| 0.9990 | 493.82 | |
| 2.0000 | 14,184.41 |
Estimation Period:
Dec 5, 2003 to May 30, 2025
Dec 5, 2003 to May 30, 2025
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