Gullberg & Jansson GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:95.58% (-16.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.6928 | 2.39 | |
| 0.1343 | 15.67 | |
| 0.9667 | 71.88 | |
| 3.1645 | 11.08 |
Estimation Period:
May 10, 2021 to Feb 6, 2026
May 10, 2021 to Feb 6, 2026
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