Somec SPA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.32% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8621 | 3.40 | |
| 0.0778 | 3.91 | |
| 0.9291 | 21.71 | |
| 7.5740 | 0.49 |
Estimation Period:
Jun 5, 2025 to Feb 13, 2026
Jun 5, 2025 to Feb 13, 2026
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