Creditex SAA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1511 | 188.85 | |
| 0.9990 | 111,000.00 | |
| 5.2005 | 75.10 |
Estimation Period:
Jan 26, 1995 to May 30, 2025
Jan 26, 1995 to May 30, 2025
Other Creditex SAA Analyses
Other GAS-GARCH Student T Analyses on International Equities