Reisswolf Bulgaria AD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:3.00% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6564 | 25.71 | |
| 0.5526 | 30.42 | |
| 0.9987 | 12,969.58 | |
| 3.4424 | 12.96 |
Estimation Period:
Sep 25, 2024 to Jan 1, 2026
Sep 25, 2024 to Jan 1, 2026
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