Agabang & Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:35.06% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.7225 | 3.39 | |
| 0.1047 | 30.04 | |
| 0.9768 | 144.92 | |
| 3.0692 | 19.69 |
Estimation Period:
Aug 12, 2003 to Feb 13, 2026
Aug 12, 2003 to Feb 13, 2026
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