Cravatex GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.56% (-6.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.9433 | 18.18 | |
| 0.1116 | 15.96 | |
| 0.8857 | 112.14 | |
| 4.9509 | 6.29 |
Estimation Period:
Nov 24, 2010 to Feb 6, 2026
Nov 24, 2010 to Feb 6, 2026
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