Derichebourg SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.76% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.2439 | 5.23 | |
| 0.1014 | 29.11 | |
| 0.9736 | 187.20 | |
| 3.7617 | 15.01 |
Estimation Period:
Dec 8, 1994 to Feb 6, 2026
Dec 8, 1994 to Feb 6, 2026
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