Baikowski SAS GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:1,502,585.19% (-103,259.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2455 | 10.61 | |
| 0.0780 | 29.41 | |
| 0.9990 | 16,112.90 | |
| 2.0000 | 27,397.26 |
Estimation Period:
Jun 7, 2019 to Feb 13, 2026
Jun 7, 2019 to Feb 13, 2026
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