Lanson-BCC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.43% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2432 | 3.24 | |
| 0.1285 | 36.14 | |
| 0.9714 | 111.05 | |
| 2.3674 | 64.46 |
Estimation Period:
Dec 9, 1996 to Feb 13, 2026
Dec 9, 1996 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on International Equities