Avonmore Capital & Mgmt Serv GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.49% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.1235 | 4.39 | |
| 0.1055 | 26.16 | |
| 0.9775 | 173.78 | |
| 3.7061 | 15.45 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
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