Next PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.45% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8945 | 4.47 | |
| 0.0537 | 57.83 | |
| 0.9945 | 856.62 | |
| 4.1695 | 20.91 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
Other GAS-GARCH Student T Analyses on International Equities