Azevedo E Travassos Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:273,518.60% (-53,890.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.2970 | 0.75 | |
| 0.1204 | 2.55 | |
| 0.9990 | 1,083.51 | |
| 2.0000 | 517.73 |
Estimation Period:
May 23, 2011 to Feb 13, 2026
May 23, 2011 to Feb 13, 2026
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