Alkhabeer Capital - Diversif GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:26.50% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 129.3354 | 6.81 | |
| 0.1517 | 61.37 | |
| 0.9985 | 4,847.16 | |
| 2.0782 | 625.20 |
Estimation Period:
Jan 20, 2021 to Feb 12, 2026
Jan 20, 2021 to Feb 12, 2026
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