D.C.M GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.26% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66.1758 | 6.11 | |
| 0.1027 | 103.49 | |
| 0.9969 | 2,072.59 | |
| 3.9445 | 62.02 |
Estimation Period:
Sep 24, 1992 to Feb 6, 2026
Sep 24, 1992 to Feb 6, 2026
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