Semba Corporation GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.57% (+4.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8445 | 3.66 | |
| 0.0931 | 18.37 | |
| 0.9455 | 62.79 | |
| 2.5730 | 17.73 |
Estimation Period:
Dec 19, 2016 to Feb 13, 2026
Dec 19, 2016 to Feb 13, 2026
Other Semba Corporation Analyses
Other GAS-GARCH Student T Analyses on International Equities