Sovereign's Capital Flourish Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.79% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1230 | 11.56 | |
| 0.0759 | 5.09 | |
| 0.8177 | 34.50 | |
| 6.4965 | 0.78 |
Estimation Period:
Oct 3, 2023 to Feb 6, 2026
Oct 3, 2023 to Feb 6, 2026
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