Farcent Enterprise GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.05% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.0237 | 9.67 | |
| 0.1255 | 140.37 | |
| 0.9990 | 9,990.00 | |
| 2.4206 | 558.63 |
Estimation Period:
Feb 15, 2002 to Feb 6, 2026
Feb 15, 2002 to Feb 6, 2026
Other Farcent Enterprise Analyses
Other GAS-GARCH Student T Analyses on International Equities