Vergnet GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:721.99% (+197.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 174.7214 | 6.49 | |
| 0.1858 | 180.01 | |
| 0.9638 | 630.34 | |
| 2.0000 | 13,986.01 |
Estimation Period:
Jun 12, 2007 to Jan 23, 2026
Jun 12, 2007 to Jan 23, 2026
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