Kerlink SACA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:94.03% (+7.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 38.1784 | 2.68 | |
| 0.1078 | 12.59 | |
| 0.9323 | 37.01 | |
| 2.5900 | 11.38 |
Estimation Period:
Feb 11, 2021 to Feb 6, 2026
Feb 11, 2021 to Feb 6, 2026
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