Sonali Life Insurance GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.84% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.6281 | 5.41 | |
| 0.0659 | 28.42 | |
| 0.9770 | 226.11 | |
| 3.4902 | 10.07 |
Estimation Period:
Jun 30, 2021 to Feb 5, 2026
Jun 30, 2021 to Feb 5, 2026
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