SPC SAMLIP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.97% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 33.9748 | 7.10 | |
| 0.1067 | 118.12 | |
| 0.9973 | 2,825.26 | |
| 4.3494 | 57.80 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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