Capital Management GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:48.22% (+7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.9894 | 9.78 | |
| 0.0791 | 103.55 | |
| 0.9990 | 9,699.03 | |
| 2.0015 | 333,577.33 |
Estimation Period:
Oct 24, 2012 to Jan 16, 2026
Oct 24, 2012 to Jan 16, 2026
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