S A Fountaine Pajot GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.51% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2336 | 7.85 | |
| 0.1404 | 4.75 | |
| 0.6730 | 17.25 | |
| 3.6434 | 2.78 |
Estimation Period:
May 20, 2021 to Feb 6, 2026
May 20, 2021 to Feb 6, 2026
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