Farmsco GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:79.95% (-6.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.3846 | 4.15 | |
| 0.1112 | 42.53 | |
| 0.9797 | 202.79 | |
| 3.4330 | 20.10 |
Estimation Period:
Oct 25, 1999 to Feb 13, 2026
Oct 25, 1999 to Feb 13, 2026
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