Alfio Bardolla Tra GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.51% (-6.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3427 | 7.43 | |
| 0.1636 | 18.64 | |
| 0.9103 | 77.18 | |
| 3.7596 | 9.24 |
Estimation Period:
Jul 28, 2017 to Feb 6, 2026
Jul 28, 2017 to Feb 6, 2026
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