Aspinwall & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.04% (+12.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5419 | 6.42 | |
| 0.1416 | 10.28 | |
| 0.8582 | 35.94 | |
| 3.3466 | 6.80 |
Estimation Period:
Jun 14, 2016 to Feb 13, 2026
Jun 14, 2016 to Feb 13, 2026
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