Chih Lien Industri GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.85% (-2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.4943 | 5.90 | |
| 0.1241 | 131.99 | |
| 0.9958 | 1,447.35 | |
| 3.2307 | 118.74 |
Estimation Period:
Feb 7, 1996 to Feb 6, 2026
Feb 7, 1996 to Feb 6, 2026
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