Robertet SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.72% (+3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1710 | 4.39 | |
| 0.0705 | 8.51 | |
| 0.9591 | 102.78 | |
| 4.6080 | 2.99 |
Estimation Period:
Jul 26, 2019 to Feb 13, 2026
Jul 26, 2019 to Feb 13, 2026
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