Bermuda Stock Exchange Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:108.50% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 252.3543 | 10.39 | |
| 0.0304 | 117.08 | |
| 0.9990 | 9,165.14 | |
| 2.0002 | 2,000,168.00 |
Estimation Period:
Jun 14, 1994 to Dec 31, 2025
Jun 14, 1994 to Dec 31, 2025
Other GAS-GARCH Student T Analyses on Equity Indices