Burcelik GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:121.33% (+12.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106.9559 | 5.26 | |
| 0.1627 | 155.73 | |
| 0.9958 | 1,334.92 | |
| 3.0583 | 135.94 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on International Equities