Bnp Paribas GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.82% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.6888 | 5.47 | |
| 0.0781 | 49.72 | |
| 0.9948 | 1,067.39 | |
| 5.0076 | 18.12 |
Estimation Period:
Jan 10, 2013 to Feb 13, 2026
Jan 10, 2013 to Feb 13, 2026
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