V-Lab: Abacus Group GAS-GARCH Student T Volatility Analysis

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Abacus Group GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:21.36% (+0.41%)

Analysis last updated: Friday, December 12, 2025 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6168	7.14
$α$	0.0718	26.06
$β$	0.9844	452.60
$ν$	5.9314	6.90

Estimation Period:
Nov 14, 2002 to Dec 5, 2025