Vinci Compass Investments Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.38% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.1734 | 8.15 | |
| 0.0616 | 25.37 | |
| 0.9975 | 2,015.11 | |
| 8.1606 | 4.14 |
Estimation Period:
Jan 28, 2021 to Feb 13, 2026
Jan 28, 2021 to Feb 13, 2026
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