Lien Chang Electronic GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.50% (-4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.5020 | 4.00 | |
| 0.1125 | 35.70 | |
| 0.9760 | 157.21 | |
| 3.2186 | 21.56 |
Estimation Period:
May 23, 2001 to Feb 6, 2026
May 23, 2001 to Feb 6, 2026
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