Cmo Pcl GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:419.10% (-16.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 748.7114 | 6.81 | |
| 0.0805 | 114.14 | |
| 0.9974 | 2,986.27 | |
| 2.0307 | 4,700.66 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
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