Digia PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.19% (-4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3174 | 7.43 | |
| 0.2542 | 5.39 | |
| 0.6044 | 12.43 | |
| 3.9170 | 3.48 |
Estimation Period:
Dec 5, 2023 to Feb 6, 2026
Dec 5, 2023 to Feb 6, 2026
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