TP ICAP Group PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.23% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6055 | 4.06 | |
| 0.0782 | 26.38 | |
| 0.9795 | 191.77 | |
| 3.9225 | 9.76 |
Estimation Period:
Dec 13, 2006 to Feb 6, 2026
Dec 13, 2006 to Feb 6, 2026
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