AMREP Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:45.80% (-4.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.4045 | 3.44 | |
| 0.0891 | 60.89 | |
| 0.9913 | 389.80 | |
| 3.2638 | 36.60 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on Equities