Vtex GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.84% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 29.1145 | 11.28 | |
| 0.0288 | 21.60 | |
| 0.9990 | 4,197.48 | |
| 4.2329 | 21.81 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
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