Macfos Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.68% (-5.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.8354 | 7.36 | |
| 0.2070 | 13.07 | |
| 0.9269 | 79.60 | |
| 7.1331 | 4.16 |
Estimation Period:
Mar 1, 2023 to Feb 6, 2026
Mar 1, 2023 to Feb 6, 2026
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