Tonnellerie Francois Freres GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.47% (+9.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6391 | 4.42 | |
| 0.1482 | 9.20 | |
| 0.9199 | 48.87 | |
| 4.2973 | 4.34 |
Estimation Period:
Feb 15, 2021 to Jan 30, 2026
Feb 15, 2021 to Jan 30, 2026
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