Soneri Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.89% (-5.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.6348 | 6.47 | |
| 0.1659 | 28.30 | |
| 0.9317 | 85.70 | |
| 2.9293 | 26.72 |
Estimation Period:
Aug 9, 1994 to Feb 6, 2026
Aug 9, 1994 to Feb 6, 2026
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