Alony Hetz GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.43% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.0014 | 9.83 | |
| 0.0426 | 76.27 | |
| 0.9986 | 7,508.14 | |
| 3.8136 | 69.72 |
Estimation Period:
Nov 13, 1998 to Feb 6, 2026
Nov 13, 1998 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities