NPC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.70% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.3864 | 4.73 | |
| 0.0799 | 96.00 | |
| 0.9959 | 1,191.32 | |
| 3.7355 | 52.89 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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