Abacus Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.79% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5879 | 7.14 | |
| 0.0703 | 26.06 | |
| 0.9847 | 460.34 | |
| 5.9417 | 6.84 |
Estimation Period:
Nov 14, 2002 to Feb 13, 2026
Nov 14, 2002 to Feb 13, 2026
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