TTBGROUP JSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:2.28% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8722 | 5.37 | |
| 0.0747 | 457.98 | |
| 0.9990 | 5,370.97 | |
| 2.0000 | 166,666.67 |
Estimation Period:
Jan 26, 2015 to Jun 4, 2025
Jan 26, 2015 to Jun 4, 2025
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