CTP B.V. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.87% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7931 | 4.06 | |
| 0.0398 | 6.46 | |
| 0.9855 | 260.03 | |
| 7.4833 | 1.26 |
Estimation Period:
Mar 31, 2021 to Feb 13, 2026
Mar 31, 2021 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on International Equities