Precinct Properties Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.05% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8752 | 6.72 | |
| 0.0480 | 32.07 | |
| 0.9918 | 784.64 | |
| 5.5170 | 9.27 |
Estimation Period:
Dec 18, 1997 to Feb 5, 2026
Dec 18, 1997 to Feb 5, 2026
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