Ta Chen Stainless GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.99% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.8491 | 6.50 | |
| 0.0835 | 113.09 | |
| 0.9963 | 1,831.38 | |
| 3.0918 | 125.45 |
Estimation Period:
Jan 3, 1997 to Feb 6, 2026
Jan 3, 1997 to Feb 6, 2026
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