Creema Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.16% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 98.0540 | 4.78 | |
| 0.1823 | 66.70 | |
| 0.9949 | 1,036.37 | |
| 3.0586 | 48.91 |
Estimation Period:
Nov 27, 2020 to Feb 13, 2026
Nov 27, 2020 to Feb 13, 2026
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