Ab Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.89% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.6356 | 5.59 | |
| 0.1228 | 4.95 | |
| 0.8135 | 24.64 | |
| 3.7806 | 2.53 |
Estimation Period:
Apr 1, 2021 to Feb 6, 2026
Apr 1, 2021 to Feb 6, 2026
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