Taaza International Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4.36% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.8601 | 19.58 | |
| 0.1522 | 1,161.68 | |
| 0.9967 | 5,863.11 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Sep 10, 2010 to Jun 4, 2025
Sep 10, 2010 to Jun 4, 2025
Other Taaza International Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities