Vnsteel - Vicasa JSC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.08% (+11.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0912 | 3.48 | |
| 0.2015 | 16.04 | |
| 0.9394 | 53.97 | |
| 3.3248 | 10.67 |
Estimation Period:
Mar 10, 2021 to Feb 6, 2026
Mar 10, 2021 to Feb 6, 2026
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