Capital Futures Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.61% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4726 | 2.55 | |
| 0.1458 | 53.87 | |
| 0.9775 | 112.42 | |
| 2.2776 | 97.78 |
Estimation Period:
May 15, 2008 to Feb 6, 2026
May 15, 2008 to Feb 6, 2026
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