ARB Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.48% (+5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8340 | 4.68 | |
| 0.2388 | 4.60 | |
| 0.7938 | 18.08 | |
| 5.4797 | 1.85 |
Estimation Period:
Oct 21, 2024 to Feb 13, 2026
Oct 21, 2024 to Feb 13, 2026
Other ARB Corp Analyses
Other GAS-GARCH Student T Analyses on International Equities