Summit Securities Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.50% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1640 | 3.82 | |
| 0.1025 | 20.22 | |
| 0.9637 | 103.28 | |
| 3.2189 | 12.13 |
Estimation Period:
Jan 28, 2011 to Feb 13, 2026
Jan 28, 2011 to Feb 13, 2026
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