Ab Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.04% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7360 | 2.80 | |
| 0.0617 | 15.73 | |
| 0.9775 | 113.93 | |
| 2.9110 | 12.16 |
Estimation Period:
Oct 5, 2006 to Feb 6, 2026
Oct 5, 2006 to Feb 6, 2026
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