Train Alliance AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.13% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0451 | 3.53 | |
| 0.0718 | 4.86 | |
| 0.9390 | 61.80 | |
| 4.4927 | 1.79 |
Estimation Period:
Apr 13, 2023 to Feb 6, 2026
Apr 13, 2023 to Feb 6, 2026
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