Spencers Retail Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:78.63% (-7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2912 | 3.95 | |
| 0.0883 | 10.46 | |
| 0.9584 | 99.17 | |
| 4.3136 | 3.95 |
Estimation Period:
Jan 25, 2019 to Feb 6, 2026
Jan 25, 2019 to Feb 6, 2026
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