Aubay GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.51% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 80.9088 | 7.65 | |
| 0.0947 | 118.85 | |
| 0.9990 | 7,866.14 | |
| 3.2659 | 118.93 |
Estimation Period:
Jun 26, 1998 to Feb 13, 2026
Jun 26, 1998 to Feb 13, 2026
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