System Research Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.51% (-5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1634 | 4.27 | |
| 0.1157 | 19.56 | |
| 0.9474 | 71.90 | |
| 2.9181 | 15.58 |
Estimation Period:
Jun 13, 2005 to Feb 13, 2026
Jun 13, 2005 to Feb 13, 2026
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