Andrew Yule & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.28% (+4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.7399 | 5.62 | |
| 0.0959 | 22.65 | |
| 0.9624 | 130.28 | |
| 3.8425 | 10.09 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
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