CP ALL PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.86% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7267 | 3.20 | |
| 0.0578 | 23.80 | |
| 0.9851 | 209.33 | |
| 3.5785 | 9.76 |
Estimation Period:
Oct 14, 2003 to Jan 30, 2026
Oct 14, 2003 to Jan 30, 2026
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