Pou Chen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.28% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7261 | 3.70 | |
| 0.0776 | 40.85 | |
| 0.9896 | 345.41 | |
| 4.0490 | 15.81 |
Estimation Period:
Jun 18, 1993 to Feb 6, 2026
Jun 18, 1993 to Feb 6, 2026
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