Abacus Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.12% (+3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5952 | 7.13 | |
| 0.0705 | 26.05 | |
| 0.9846 | 459.69 | |
| 5.9412 | 6.85 |
Estimation Period:
Nov 14, 2002 to Feb 6, 2026
Nov 14, 2002 to Feb 6, 2026
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