D.L.S.I. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:97.05% (-8.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 99.9573 | 4.82 | |
| 0.1140 | 20.85 | |
| 0.8940 | 39.94 | |
| 2.0187 | 500.29 |
Estimation Period:
Dec 26, 2006 to Feb 6, 2026
Dec 26, 2006 to Feb 6, 2026
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