D'ieteren Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.12% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4676 | 5.52 | |
| 0.1089 | 32.57 | |
| 0.9676 | 158.54 | |
| 3.1684 | 23.56 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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