Abacus Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.16% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6019 | 7.05 | |
| 0.0703 | 26.03 | |
| 0.9847 | 455.23 | |
| 5.8975 | 6.89 |
Estimation Period:
Nov 14, 2002 to Mar 6, 2026
Nov 14, 2002 to Mar 6, 2026
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