AB Sagax GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.84% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7348 | 2.39 | |
| 0.2294 | 5.97 | |
| 0.8715 | 15.37 | |
| 3.5749 | 3.69 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
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