Passat Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.35% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0816 | 3.00 | |
| 0.1072 | 8.15 | |
| 0.9047 | 29.97 | |
| 2.7043 | 7.19 |
Estimation Period:
Mar 10, 2021 to Jan 30, 2026
Mar 10, 2021 to Jan 30, 2026
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