SigmaRoc PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:482.24% (+68.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,543.8020 | 10.60 | |
| 0.1139 | 131.08 | |
| 0.9951 | 2,121.69 | |
| 2.0016 | 95,313.10 |
Estimation Period:
Jan 5, 2007 to Feb 6, 2026
Jan 5, 2007 to Feb 6, 2026
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