Horizon Construction Develop GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.23% (-6.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.4559 | 4.56 | |
| 0.1598 | 10.79 | |
| 0.8804 | 40.98 | |
| 3.1261 | 7.12 |
Estimation Period:
May 26, 2023 to Feb 6, 2026
May 26, 2023 to Feb 6, 2026
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