Acadian Asset Management Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.28% (-3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2897 | 4.45 | |
| 0.0803 | 13.13 | |
| 0.9608 | 114.45 | |
| 3.8602 | 6.02 |
Estimation Period:
Oct 9, 2014 to Feb 6, 2026
Oct 9, 2014 to Feb 6, 2026
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