LE Groupe IDI GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.86% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6371 | 2.82 | |
| 0.3389 | 7.65 | |
| 0.7787 | 11.17 | |
| 2.5752 | 12.34 |
Estimation Period:
Jun 3, 2024 to Feb 13, 2026
Jun 3, 2024 to Feb 13, 2026
Other LE Groupe IDI Analyses
Other GAS-GARCH Student T Analyses on International Equities