Data Patterns Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.11% (+10.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.2700 | 5.80 | |
| 0.1094 | 5.02 | |
| 0.8599 | 36.95 | |
| 4.3296 | 2.24 |
Estimation Period:
Dec 24, 2021 to Feb 6, 2026
Dec 24, 2021 to Feb 6, 2026
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