Farmsco GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:72.53% (-5.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.2887 | 4.17 | |
| 0.1112 | 42.39 | |
| 0.9795 | 201.91 | |
| 3.4329 | 20.02 |
Estimation Period:
Oct 25, 1999 to Feb 20, 2026
Oct 25, 1999 to Feb 20, 2026
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