Yuen Foong YU Consumer Produ GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.89% (+5.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 45.2644 | 5.88 | |
| 0.1776 | 72.85 | |
| 0.9948 | 1,194.19 | |
| 2.1863 | 378.97 |
Estimation Period:
Oct 27, 2020 to Feb 6, 2026
Oct 27, 2020 to Feb 6, 2026
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