NPC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.71% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.3646 | 4.72 | |
| 0.0799 | 96.01 | |
| 0.9959 | 1,189.89 | |
| 3.7358 | 52.84 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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