Interactive Brokers Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.62% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3130 | 3.80 | |
| 0.0675 | 30.82 | |
| 0.9900 | 378.01 | |
| 4.8100 | 9.25 |
Estimation Period:
May 4, 2007 to Feb 20, 2026
May 4, 2007 to Feb 20, 2026
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