Abbisko Cayman Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.12% (-4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.6744 | 6.55 | |
| 0.1178 | 6.30 | |
| 0.8828 | 47.04 | |
| 4.8050 | 2.45 |
Estimation Period:
Oct 15, 2021 to Feb 6, 2026
Oct 15, 2021 to Feb 6, 2026
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