cBrain A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.80% (-4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.6604 | 4.48 | |
| 0.1181 | 25.11 | |
| 0.9716 | 153.37 | |
| 3.7607 | 13.41 |
Estimation Period:
Feb 22, 2006 to Feb 13, 2026
Feb 22, 2006 to Feb 13, 2026
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