T-Cap Securities JSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.00% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.3771 | 3.37 | |
| 0.2438 | 20.27 | |
| 0.9457 | 58.44 | |
| 3.4525 | 14.86 |
Estimation Period:
Jun 29, 2018 to Feb 6, 2026
Jun 29, 2018 to Feb 6, 2026
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