AECOM GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.20% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5210 | 4.57 | |
| 0.0824 | 22.37 | |
| 0.9779 | 185.00 | |
| 4.8855 | 6.54 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
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