The Campbell's Company GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.60% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7146 | 3.54 | |
| 0.0558 | 32.62 | |
| 0.9916 | 414.21 | |
| 4.5249 | 10.23 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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