Creditex SAA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:5.76% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 42.2965 | 0.48 | |
| 0.1307 | 62.09 | |
| 0.9990 | 485.66 | |
| 2.0000 | 6,600.66 |
Estimation Period:
Jan 8, 1991 to Jun 16, 2025
Jan 8, 1991 to Jun 16, 2025
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