Caplin Point Laboratories GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.83% (-8.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.2338 | 5.89 | |
| 0.1741 | 21.18 | |
| 0.9294 | 72.81 | |
| 3.5829 | 13.28 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
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