Freddie Mac GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, September 8th, 2008):
1 Day
199.13%
1 Week
198.26%
1 Month
194.86%
Analysis last updated: Thursday, March 26, 2026 at 01:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3184 | 4.87 | |
| 0.0661 | 34.17 | |
| 0.9955 | 1,236.59 | |
| 7.2383 | 6.07 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008
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