Cafom GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:77.10% (-15.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 360.3302 | 7.57 | |
| 0.1651 | 77.10 | |
| 0.9979 | 3,723.52 | |
| 2.0750 | 1,523.51 |
Estimation Period:
Jun 15, 2021 to Feb 6, 2026
Jun 15, 2021 to Feb 6, 2026
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