ABC arbitrage GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.76% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56.7207 | 6.87 | |
| 0.1254 | 131.19 | |
| 0.9990 | 7,035.21 | |
| 3.0619 | 117.93 |
Estimation Period:
Feb 2, 1999 to Feb 6, 2026
Feb 2, 1999 to Feb 6, 2026
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