Sygnia Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.56% (-6.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0681 | 10.57 | |
| 0.1891 | 8.94 | |
| 0.6834 | 23.34 | |
| 3.1771 | 7.75 |
Estimation Period:
Oct 14, 2015 to Feb 6, 2026
Oct 14, 2015 to Feb 6, 2026
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