S A Fountaine Pajot GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.14% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.0737 | 2.35 | |
| 0.1053 | 21.67 | |
| 0.9634 | 60.09 | |
| 2.2965 | 39.10 |
Estimation Period:
Jul 3, 2007 to Feb 6, 2026
Jul 3, 2007 to Feb 6, 2026
Other S A Fountaine Pajot Analyses
Other GAS-GARCH Student T Analyses on International Equities