Donnelley Financial Solutions, Inc. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.29% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.6727 | 3.74 | |
| 0.0670 | 26.86 | |
| 0.9771 | 155.38 | |
| 3.4192 | 10.12 |
Estimation Period:
Sep 26, 2016 to Feb 6, 2026
Sep 26, 2016 to Feb 6, 2026
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