Red Hat LLC GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, August 6th, 2019):
1 Day
4.12%
1 Week
4.46%
1 Month
5.61%
Analysis last updated: Thursday, March 26, 2026 at 06:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8677 | 5.37 | |
| 0.0572 | 77.54 | |
| 0.9990 | 5,096.94 | |
| 3.5029 | 170.16 |
Estimation Period:
Aug 12, 1999 to Aug 2, 2019
Aug 12, 1999 to Aug 2, 2019
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