Aurea GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:42.43% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4300 | 2.60 | |
| 0.1080 | 10.31 | |
| 0.9458 | 41.33 | |
| 3.0104 | 7.53 |
Estimation Period:
Nov 30, 2021 to Feb 6, 2026
Nov 30, 2021 to Feb 6, 2026
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